Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989)
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scientific article
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| English | Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies |
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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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0.8470556735992432
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0.8379615545272827
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0.8152010440826416
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0.8013029098510742
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0.799396812915802
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