Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed:
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Bibliographic Details
Main Authors: Gobet, Emmanuel (Author), Hoffmann, Marc (Author), Reiß, Markus 1973- (Author)
Format: Book
Language:English
Published: Berlin Humboldt-Univ. 2002
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2002,57
Physical Description:38 S.