Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "bandwidth selection"
Now showing items 1-2 of 2
2006-03-16BuchOn Estimating a dynamic function of a stochastic system with averaging We consider a two-scaled diffusion system, when drift and diffusion parameters of the “slow” component are contaminated by the “ fast” unobserved component. The goal is to estimate the dynamic function which is defined by ...
2001-06-22BuchSemiparametric Estimation in Single Index Poisson Regression: A Practical Approach