Nonparametric estimation problem for a time-periodic signal in a periodic noise
Year of publication: |
2013
|
---|---|
Authors: | Dehay, D. ; El Waled, K. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 608-615
|
Publisher: |
Elsevier |
Subject: | Periodic signal | Kernel estimation | Continuous time | Periodic variance | Black–Scholes–Merton model |
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