Nonparametric Modeling in Financial Time Series
From MaRDI portal
Publication:3646987
DOI10.1007/978-3-540-71297-8_40zbMath1179.62150OpenAlexW2153213534MaRDI QIDQ3646987
Jürgen Franke, Enno Mammen, Jens-Peter Kreiss
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_40
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (2)
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ A note on non-parametric testing for Gaussian innovations in AR-ARCH models
Uses Software
This page was built for publication: Nonparametric Modeling in Financial Time Series
