Forecasting density function : application in finance
Year of publication: |
November 2015
|
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Authors: | Sen, Rituparna ; Ma, Changie |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 5, p. 433-447
|
Subject: | Density Estimation | Functional Data Analysis | Principal Components Analysis | Vector ARMA | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution |
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