Estimating the order of mean-square derivatives with quadratic variations
| Year of publication: |
2011
|
|---|---|
| Authors: | Blanke, Delphine ; Vial, Céline |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 14.2011, 1, p. 85-99
|
| Publisher: |
Springer |
| Subject: | Inference for Gaussian processes | Locally stationary process | Quadratic variations | Interpolation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925514