Optimal Statistical Inference in Financial Engineering (Q5431291): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: S-PLUS / rank | |||
Normal rank | |||
Revision as of 17:49, 28 February 2024
scientific article; zbMATH DE number 5218810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Statistical Inference in Financial Engineering |
scientific article; zbMATH DE number 5218810 |
Statements
Optimal Statistical Inference in Financial Engineering (English)
0 references
7 December 2007
0 references
discriminant analysis
0 references
stochastic processes
0 references
spectral analysis
0 references
ergodicity
0 references
mixing
0 references
martingale
0 references
time series analysis
0 references
estimation of time series models
0 references
nonparametric estimation
0 references
prediction of time series
0 references
regression
0 references
long memory processes
0 references
local Whittle likelihood approach
0 references
nonstationary processes
0 references
semiparametric estimation
0 references
option pricing theory
0 references
higher order asymptotic option valuation for non-Gaussian dependent returns
0 references
estimation of portfolios
0 references
VaR problems
0 references
term structure
0 references
spot rates
0 references
discount bonds
0 references
estimation procedures for term structures
0 references
credit rating
0 references
parametric clustering for financial time series
0 references
nonparametric clustering
0 references
