Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134): Difference between revisions

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Latest revision as of 18:09, 7 June 2024

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Nonparametric estimation of scalar diffusions based on low frequency data
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    Nonparametric estimation of scalar diffusions based on low frequency data (English)
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    28 February 2005
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    diffusion processes
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    discrete sampling
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    low frequency data
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    spetral approximation
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    ill-posed problems
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    spectral estimation
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