Multiariate Wavelet-based sahpe preserving estimation for dependant observation
Year of publication: |
2005-05
|
---|---|
Authors: | Cosma, Antonio ; Scaillet, Olivier ; Sachs, Rainer von |
Institutions: | Swiss Finance Institute |
Subject: | Conditional quantile | time series | shape preserving wavelet estimation | B-splines | multivariate process |
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