Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Schlagwort "bandwidth selection"
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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 ...
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2001-06-22BuchSemiparametric Estimation in Single Index Poisson Regression: A Practical Approach