Non parametric bias reduction of diffusion coefficient in integrated diffusion processes

Mingtian Tanga School of Mathematics and Statistics, Central South University, Changsha, China;b School of Science, Jiangxi University of Science and Technology, Ganzhou, ChinaView further author information

Yunyan Wangb School of Science, Jiangxi University of Science and Technology, Ganzhou, ChinaCorrespondence[email protected]
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Qingqing Zhanb School of Science, Jiangxi University of Science and Technology, Ganzhou, ChinaView further author information

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Shanchao Yang, Shi Zhang, Guodong Xing & Xin Yang. (2024) Strong consistency of nonparametric kernel estimators for integrated diffusion process. Communications in Statistics - Theory and Methods 53:8, pages 2792-2815.
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Shanchao Yang, Shuyi Luo, Zhiyong Li, Jiaying Xie & Xin Yang. Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data. Communications in Statistics - Theory and Methods 0:0, pages 1-21.
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Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo & Xin Yang. Contrast estimation of the Vasicek integrated diffusion process for high-frequency data. Communications in Statistics - Simulation and Computation 0:0, pages 1-19.
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