Statistical Modeling Using Local Gaussian Approximation

DOI10.1016/C2017-0-02646-0zbMath1504.62011MaRDI QIDQ5009272

Håkon Otneim, Dag Tjøstheim, Bård Støve

Publication date: 19 August 2021

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Characterization and structure theory of statistical distributions (62E10)

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