How computational statistics became the backbone of modern data science
James E. Gentle; Wolfgang Karl Härdle; Yuichi Mori
| Year of publication: |
2011
|
|---|---|
| Authors: | Gentle, James E. ; Härdle, Wolfgang ; Morita, Yuichi |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Subject: | Statistische Methodenlehre | Statistical theory | Computerunterstützung | Computerized method |
| Description of contents: |
-- Discrete time series models ; continuous time diffusion models ; models with jumps ; stochastic volatility ; GARCH
|
freely available
| Extent: | Online-Ressource (PDF-Datei: 14 S., 326 KB) |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2011-020 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/56645 [Handle] |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008989877