Kernel deconvolution of stochastic volatility models (Q4677031)
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scientific article; zbMATH DE number 2169603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel deconvolution of stochastic volatility models |
scientific article; zbMATH DE number 2169603 |
Statements
Kernel deconvolution of stochastic volatility models (English)
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20 May 2005
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deconvolution kernel estimator
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errors-in-variables model
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asymptotic behavior
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