A model-free, non-parametric method for density determination, with application to asset returns (Q2156154): Difference between revisions

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Latest revision as of 02:20, 15 August 2024

scientific article
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A model-free, non-parametric method for density determination, with application to asset returns
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    A model-free, non-parametric method for density determination, with application to asset returns (English)
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    15 July 2022
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    density estimation
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    returns
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    percent error
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    Laplace transform
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    maximum entropy
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    fractional moments
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