Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
Year of publication: |
2002
|
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Authors: | Gobet, Emmanuel ; Hoffmann, Marc ; Reiß, Markus |
Institutions: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor) |
Publisher: |
Berlin : Humboldt-Universität |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
Extent: | Online-Ressource (PDF-Datei: 38 S., 1,75 MB) |
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Series: | Discussion papers of interdisciplinary research project 373. - Berlin : Humboldt-Universität, ISSN 1436-1086, ZDB-ID 2135319-0. - Vol. 2002,57 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/65321 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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