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Exact adaptive pointwise estim...
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Volatility
Estimation theory
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Schätztheorie
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Statistical distribution
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Statistische Verteilung
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Nichtparametrisches Verfahren
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Lepski's criterion
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RISK
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adaptive rates
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kernel estimator
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nonparametric density estimation
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pointwise density estimation
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Butucea, Cristina
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Nussbaum, Michael
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Butucea, Cristina
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Nussbaum, Michael
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1999
Persistent link: https://www.econbiz.de/10001425816
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