Estimation of a multivariate stochastic volatility density by kernel deconvolution.
Bert Van EsPeter SpreijPublished in: J. Multivar. Anal. (2011)
Keyphrases
- point processes
- nonparametric density estimation
- density estimation
- density distribution
- least squares
- estimation algorithm
- kernel density
- kernel density estimator
- parzen window
- density function
- density estimators
- kernel density estimation
- stock market
- kernel function
- image restoration
- density estimates
- parameter estimation
- kernel methods
- clustering algorithm
- probability density
- regression model
- denoising
- probability density function
- stock price
- synthetic and real images
- monte carlo
- motion estimation
- feature space