Nonparametric Volatility Estimation on the Real Line from Low Frequency Data (Q5308587)
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scientific article; zbMATH DE number 5196623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Volatility Estimation on the Real Line from Low Frequency Data |
scientific article; zbMATH DE number 5196623 |
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Nonparametric Volatility Estimation on the Real Line from Low Frequency Data (English)
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28 September 2007
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scalar diffusion
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discrete observations
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warped wavelets
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spectral approximation
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