https://scholars.lib.ntu.edu.tw/handle/123456789/301334
Title: | Dynamic nonparametric filtering with application to volatility estimation | Authors: | Cheng, M.-Y. MING-YEN CHENG Fan, J. Spokoiny, V. |
Issue Date: | 2003 | Start page/Pages: | 315-333 | Source: | Recent Advances and Trends in Nonparametric Statistics | URI: | http://www.scopus.com/inward/record.url?eid=2-s2.0-68149159745&partnerID=MN8TOARS http://scholars.lib.ntu.edu.tw/handle/123456789/301334 |
DOI: | 10.1016/B978-044451378-6/50021-1 |
Appears in Collections: | 數學系 |
File | Description | Size | Format | |
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filtering.ps | 597.47 kB | Postscript | View/Open |
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