Robust nonparametric estimation and prediction in ARCH-related models
von Axel Cron
| Year of publication: |
1997
|
|---|---|
| Authors: | Cron, Axel |
| Subject: | Schätztheorie | Estimation theory | ARCH-Prozess | Kursprognose | Robuste Schätzung | Nichtparametrische Schätzung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | X, 139 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Bonn, Univ., Diss., 1997 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000633843