Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:35, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class |
scientific article |
Statements
Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (English)
0 references
29 July 2011
0 references
volatility
0 references
model choice
0 references
semiparametric models
0 references
adaptive functional-coefficient model
0 references
curse of dimensionality
0 references
