Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
نویسنده
چکیده
L.I. GALTCHOUK and S.M. PERGAMENSHCHIKOV IRMA, Strasbourg University, 7 rue Rene Descartes, 67084, Strasbourg, France. E-mail: [email protected] Laboratoire de Mathématiques Raphael Salem, Université de Rouen, Avenue de l’Université, BP. 12, F76801, Saint Etienne du Rouvray, Cedex France and Laboratory of Quantitative Finance, National Research University – Higher School of Economics, Moscow, Russia. E-mail: [email protected]
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