@misc
{TN_libero_mab2,
author = {
Schmidt-Hieber, Anselm Johannes
Munk, Axel
AND
Dümbgen, Lutz
},
title = {
Nonparametric Methods in Spot Volatility Estimation
},
publisher = {Niedersächsische Staats- und Universitätsbibliothek Göttingen},
keywords = {
Adaptives Schätzen
,
Fourierreihen
,
Adaptive estimation
,
Fourier series
,
high-frequency data
,
Volterra process
,
minimax
,
microstructure noise
,
nonparametric estimation
,
semimartingale
,
spot volatility
,
wavelets
,
hochfrequente Daten
,
Volterra Prozess
,
Minimax
,
Mikrostrukturrauschen
,
nichtparametrisches Schätzen
,
Semimartingal
,
Spot-Volatilität
,
Wavelets
,
Hochschulschrift
},
year = {2011},
address = {
Göttingen
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}