Nonparametric density estimation for positive time series

DOI10.1016/j.csda.2009.08.016zbMath1464.62033OpenAlexW1988722509MaRDI QIDQ962247

Taoufik Bouezmarni, Jeroen V. K. Rombouts

Publication date: 6 April 2010

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

Full work available at URL: http://www.hec.ca/iea/cahiers/2006/iea0609_jrombouts.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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