Amanote Research

Amanote Research

    RegisterSign In

Wavelet Estimation in Diffusions With Periodicity

Statistical Inference for Stochastic Processes - Netherlands
doi 10.1007/s11203-012-9070-x
Full Text
Open PDF
Abstract

Available in full text

Categories
StatisticsProbability
Date

September 26, 2012

Authors
Michael Diether
Publisher

Springer Science and Business Media LLC


Related search

Gambling in Contests Modelled With Diffusions

Decisions in Economics and Finance
EconomicsEconometricsFinance
2014English

Wavelet Estimation for Samples With Random Uniform Design

Statistics and Probability Letters
UncertaintyStatisticsProbability
1999English

Non-Parametric Drift Estimation for Diffusions From Noisy Data

Statistics & Decisions
2011English

Efficient Estimation for Ergodic Diffusions Sampled at High Frequency

SSRN Electronic Journal
2007English

Adaptive Invariant Density Estimation for Ergodic Diffusions Over Anisotropic Classes

Annals of Statistics
UncertaintyStatisticsProbability
2018English

Model-Based Estimation of High Frequency Jump Diffusions With Microstructure Noise and Stochastic Volatility

SSRN Electronic Journal
2008English

Invariant Measure for Diffusions With Jumps

Applied Mathematics and Optimization
ControlApplied MathematicsOptimization
1999English

How Reliable Is Statistical Wavelet Estimation?

2011English

Wavelet Thresholding Techniques for Power Spectrum Estimation

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
1994English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy