Comments on: Dynamic relations for sparsely sampled Gaussian processes

DOI10.1007/s11749-009-0177-3zbMath1203.62146OpenAlexW198825117WikidataQ42995987 ScholiaQ42995987MaRDI QIDQ5966119

Adela Martínez-Calvo, Wenceslao González Manteiga

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-009-0177-3

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Estimation of functional derivatives
• Nonparametric functional data analysis. Theory and practice.