Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823)
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scientific article; zbMATH DE number 5933941
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| English | Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class |
scientific article; zbMATH DE number 5933941 |
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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0.8563200235366821
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0.7931129336357117
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0.7845242023468018
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0.7719124555587769
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