Dynamic nonparametric filtering with application to finance
Ming-Yen Cheng; Jianqing Fan; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
| Year of publication: |
2003
|
|---|---|
| Authors: | Cheng, Ming-Yen ; Fan, Jianqing ; Spokojnyj, Vladimir G. |
| Publisher: |
Berlin : WIAS |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | USA | United States |
| Extent: | 22 S graph. Darst 30 cm |
|---|---|
| Series: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik. - Berlin : WIAS, ISSN 0946-8633, ZDB-ID 2247814-0. - Vol. No. 845 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | Mathematik: Allgemeines |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790237