A model-free, non-parametric method for density determination, with application to asset returns (Q2156154): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model-free, non-parametric method for density determination, with application to asset returns |
scientific article |
Statements
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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