Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823): Difference between revisions
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Revision as of 07:50, 1 March 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)
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29 July 2011
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volatility
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model choice
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semiparametric models
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adaptive functional-coefficient model
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curse of dimensionality
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