Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies |
scientific article |
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Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (English)
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27 March 2018
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diffusion processes
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nonparametric estimation
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sampling frequency
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spectral approximation
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