Dynamic nonparametric filtering with application to volatility estimation

Recent Advances and Trends in Nonparametric Statistics

Volumn , Issue , 2003, Pages 315-333

  Cheng, Ming Yen ^a   Fan, Jianqing ^b   Spokoiny, Vladimir ^c  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b Princeton University   (United States)

^c WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 68149159745     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-044451378-6/50021-1     Document Type: Chapter

References (18)

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