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Nichtparametrisches Verfahren
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Journal of the American Statistical Association : JASA
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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10002929809
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2
Theory and Methods - Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10006606911
Saved in:
3
Infinitesimal robustness for diffusions
Vecchia, Davide la
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 703-712
Persistent link: https://www.econbiz.de/10008736857
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4
Option pricing with model-guided nonparametric methods
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
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5
Analysis of Multifactor Affine Yield Curve Models
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1324-1338
Persistent link: https://www.econbiz.de/10008376210
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6
Higher-Order Infinitesimal Robustness
Vecchia, Davide La
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
500
,
pp. 1546-1557
Persistent link: https://www.econbiz.de/10010059200
Saved in:
7
Infinitesimal Robustness for Diffusions
La Vecchia, Davide
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 703-713
Persistent link: https://www.econbiz.de/10008452546
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