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

DOI10.1016/j.csda.2013.01.013zbMath1468.62133OpenAlexW1984854447MaRDI QIDQ1800055

Carolina Marchant, Karine Bertin, Helton Saulo, Víctor Leiva

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.01.013

zbMATH Keywords

Monte Carlo methodkurtosishigh frequency datakernel nonparametric method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

• R
• gbs

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