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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"nichtparametrische schätzen"" "subject:"nichtparametrische schätzens""

1

Nonparametric Methods in Spot Volatility Estimation / Nichtparametrische Methoden für das Schätzen der Spot-Volatilität

Schmidt-Hieber, Anselm Johannes 26 October 2010 (has links)
No description available.
Adaptives Schätzen
Fourierreihen
hochfrequente Daten
Volterra Prozess
Minimax
Mikrostrukturrauschen
nichtparametrisches Schätzen
Semimartingal
Spot-Volatilität
Wavelets
Adaptive estimation
Fourier series
high-frequency data
Volterra process
minimax
microstructure noise
nonparametric estimation
semimartingale
spot volatility
wavelets

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