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 |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Diffusion processes | Nonparametric estimation | Discrete Sarnpling | Low frequency data | Spectral approximation | Ill-posed problems |
Series: | SFB 373 Discussion Paper ; 2002,57 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 72702194X [GVK] hdl:10419/65321 [Handle] RePEc:zbw:sfb373:200257 [RePEc] |
Source: |
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