Functional Principal Component Analysis for Derivatives of Multivariate Curves
Year of publication: |
2016
|
---|---|
Authors: | Grith, Maria |
Other Persons: | Härdle, Wolfgang K. (contributor) ; Kneip, Alois (contributor) ; Wagner, Heiko (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative | Multivariate Analyse | Multivariate analysis |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2835954 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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