Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonparametric estimation of scalar diffusions based on low frequency data
scientific article

    Statements

    Nonparametric estimation of scalar diffusions based on low frequency data (English)
    0 references
    0 references
    0 references
    0 references
    28 February 2005
    0 references
    diffusion processes
    0 references
    discrete sampling
    0 references
    low frequency data
    0 references
    spetral approximation
    0 references
    ill-posed problems
    0 references
    spectral estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references