MVKE {fitlandr} | R Documentation |
See references for details.
MVKE(d, h = 0.2, kernel = c("exp", "Gaussian"))
d |
The dataset. Should be a matrix or a data frame, with each row representing a random vector. |
h |
The bandwidth for the kernel estimator. |
kernel |
The type of kernel estimator used. "exp" by default ( |
A function(x), which then returns the \mu
and a
estimators at the position x
.
Bandi, F. M., & Moloche, G. (2018). On the functional estimation of multivariate diffusion processes. Econometric Theory, 34(4), 896-946. https://doi.org/10.1017/S0266466617000305