Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...
Scandinavian Journal of Statistics, Vol. 45, No. 2 (June 2018), pp. 217-254 (38 pages) Non-parametric generalized likelihood ratio test is a popular method of model checking for regressions. However, ...
We introduce a non-parametric estimator of the diffusion coefficient of a diffusion process using a projection method on a wavelets orthonormal basis of L2( R). The sample path is observed at discrete ...
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