Dynamic nonparametric filtering with application to volatility estimation

國立臺灣大學數學系Cheng, M.-Y.M.-Y.ChengMING-YEN CHENGFan, J.J.FanSpokoiny, V.V.Spokoiny2018-09-102018-09-102003http://www.scopus.com/inward/record.url?eid=2-s2.0-68149159745&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/301334611810 bytesapplication/postscriptDynamic nonparametric filtering with application to volatility estimationbook10.1016/B978-044451378-6/50021-1