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- W174743313 abstract "We estimate the volatility function of a diffusion process on the real line on the basis of low frequency observations. The estimator is based on spectral properties of the estimated Markov transition operator of the embedded Markov chain. Asymptotic risk estimates for a growing number of observations are provided without assuming the observation distance to become small." @default.
- W174743313 created "2016-06-24" @default.
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- W174743313 date "2006-07-24" @default.
- W174743313 modified "2023-09-27" @default.
- W174743313 title "Nonparametric Volatility Estimation on the Real Line from Low Frequency Data" @default.
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- W174743313 doi "https://doi.org/10.1007/3-7908-1701-5_3" @default.
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