Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134)
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scientific article; zbMATH DE number 2139310
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| English | Nonparametric estimation of scalar diffusions based on low frequency data |
scientific article; zbMATH DE number 2139310 |
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Nonparametric estimation of scalar diffusions based on low frequency data (English)
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28 February 2005
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diffusion processes
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discrete sampling
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low frequency data
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spetral approximation
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ill-posed problems
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spectral estimation
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0.8379615545272827
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0.830566942691803
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0.8272439241409302
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0.8264010548591614
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0.8229899406433105
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