Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed

Emmanuel Gobet; Marc Hoffmann; Markus Reiß

Year of publication:	2002
Authors:	Gobet, Emmanuel ; Hoffmann, Marc ; Reiß, Markus
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Markov-Kette \| Markov chain \| Theorie \| Theory

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