数学季刊（英文版）
數學季刊（英文版）
수학계간（영문판）
CHINESE QUARTERLY JOURNAL OF MATHEMATICS
2011年
2期
190-195
,共6页
time-domain%state-domain%integrated estimator%drift function
Time-domain state-domain methods are common approaches in modern financial analysis. Economic conditions vary time, drift function depends on time and price level for a given state variable. In this paper, to consistently estimate the bivariate drift function, our purpose a new dynamic integrated estimator by combing time-and state-domain methods for estimating drift function. And we establish its asymptotic properties and illustrates it outperforms some old ones by simulations.
