A brief survey on the choice of parameters for : “Kernel density estimation for time series data”
Year of publication: |
2019
|
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Authors: | Semeyutin, Artur ; O’Neill, Robert |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-20
|
Subject: | Binned kernel density and distribution | Exponential smoothing | Generalized autoregressive score models | Kernel density estimation | Probability integral transforms | Time-varying quantiles | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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