Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models

Keyphrases

• Asymptotic Properties 100%
• Nonparametric Estimator 100%
• Bandwidth Selection 100%
• Continuous-time Model 100%
• Selection Property 100%
• Two Dimensional 50%
• Diffusion Process 50%
• Accurate Characterization 50%
• Drift Function 50%
• Discretely Sampled Diffusions 50%
• Local Time 50%
• Sampling Interval 50%
• Diffusion Function 50%
• Optimal Bandwidth 50%

Mathematics

• Asymptotic Property 100%
• Continuous Time Model 100%
• Asymptotics 50%
• Diffusion Process 50%
• Local Time 50%
• Sampling Interval 50%