Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
by Valentina Corradi and Halbert White
| Year of publication: |
1993
|
|---|---|
| Authors: | Corradi, Valentina ; White, Halbert |
| Publisher: |
San Diego |
| Subject: | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test | Nichtparametrische Schätzung | Nonparametric estimation |
| Extent: | 42 S |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000877983