Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055)

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scientific article; zbMATH DE number 6958926
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Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
scientific article; zbMATH DE number 6958926

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    Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (English)
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    19 October 2018
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    high frequency data
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    kernel nonparametric method
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    kurtosis
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    Monte Carlo method
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