Optimal Statistical Inference in Financial Engineering (Q5431291): Difference between revisions
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Latest revision as of 22:35, 19 March 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)
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7 December 2007
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discriminant analysis
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stochastic processes
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spectral analysis
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ergodicity
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mixing
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martingale
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time series analysis
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estimation of time series models
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nonparametric estimation
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prediction of time series
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regression
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long memory processes
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local Whittle likelihood approach
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nonstationary processes
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semiparametric estimation
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option pricing theory
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higher order asymptotic option valuation for non-Gaussian dependent returns
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estimation of portfolios
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VaR problems
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term structure
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spot rates
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discount bonds
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estimation procedures for term structures
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credit rating
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parametric clustering for financial time series
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nonparametric clustering
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