Estimation of Local Smoothness Coefficients for Continuous Time Processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Blanke, D. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 1, p. 65-93
|
| Publisher: |
Springer |
| Subject: | Hölder exponent | nonparametric estimation | a.s. rates of convergence | sampling times | simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616029