Prediction and Nonparametric Estimation for Time Series with Heavy Tails
Year of publication: |
2004
|
---|---|
Authors: | Hall, Peter ; Peng, Liang ; Yao, Qiwei |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
-
A mortality model for multi-populations : a semi-parametric approach
Fang, Lei, (2016)
-
Forecasting Implied Volatility in Foreign Exchange Markets : A Functional Times Series Approach
Kearney, Fearghal, (2016)
-
Tales of tails : jumps in currency markets
Lee, Suzanne S., (2020)
- More ...
-
Prediction and nonparametric estimation for time series with heavy tails
Hall, Peter, (2002)
-
Prediction and nonparametric estimation for time series with heavy tails
Hall, Peter, (2002)
-
Moving-maximum models for extrema of time series
Hall, Peter, (2002)
- More ...