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Communications in Statistics - Theory and Methods Volume 53, 2024 - Issue 8
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Article

Strong consistency of nonparametric kernel estimators for integrated diffusion process

Shanchao Yanga School of Mathematics and Statistics, Guangxi Normal University, Guilin, ChinaView further author information
,
Shi Zhanga School of Mathematics and Statistics, Guangxi Normal University, Guilin, China;b School of Mathematics and Information Sciences, Neijiang Normal University, Neijiang, ChinaCorrespondence[email protected]
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,
Guodong Xingc School of Mathematics and Statistics, Hefei Normal University, Hefei, ChinaCorrespondence[email protected]
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&
Xin Yangd School of Mathematical Sciences, Guilin University of Aerospace Technology, Guilin, ChinaCorrespondence[email protected]
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Pages 2792-2815 | Received 20 Apr 2022, Accepted 14 Nov 2022, Published online: 01 Dec 2022

Citations (4)

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Read on this site (3)

Shanchao Yang, Lanjiao Qin, Y. Wang & X. Yang. Asymptotic normality of kernel density estimation for mixing high-frequency data. Journal of Nonparametric Statistics 0:0, pages 1-26.
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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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Articles from other publishers (1)

Shanchao Yang, Jiaying Xie, Shuyi Luo, Zhiyong Li & Xin Yang. (2023) Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process. Journal of Inequalities and Applications 2023:1.
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