Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
Year of publication: |
2002
|
---|---|
Authors: | Gobet, Emmanuel ; Hoffmann, Marc ; Reiß, Markus |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Diffusion processes | Nonparametric estimation | Discrete Sarnpling | Low frequency data | Spectral approximation | Ill-posed problems |
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