Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
© 2016, Springer Science+Business Media New York. In view of rapid developments on nonparametric estimation of the drift and volatility functions in scalar diffusion models in financial econometrics, from discrete-time observations, we provide, in this paper, a survey of its state-of-the-art with ne...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | 雜誌 |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84979266131&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46746 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|