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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. 相似文献
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