Nonparametric estimation problem for a time-periodic signal in a periodic noise
type: Item
instance of: scholarly article
title: Nonparametric estimation problem for a time-periodic signal in a periodic noise
zbMATH Open document ID: 1352.62054
author: K. El Waled
author: D. Dehay
published in: Statistics \& Probability Letters
publication date: 2013-05-13T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6162714
zbMATH Keywords: periodic signal
zbMATH Keywords: kernel estimation
zbMATH Keywords: continuous time
zbMATH Keywords: periodic variance
zbMATH Keywords: Black-Scholes-Merton model
MaRDI profile type: Publication
full work available at URL: j.spl.2012.11.008
OpenAlex ID: W4233636756
DOI: 10.1016/J.SPL.2012.11.008
description: scientific article; zbMATH DE number 6162714