Local regression type methods applied to the study of geophysics and high frequency financial data

DOI10.1016/j.physa.2014.05.070zbMath1395.62325OpenAlexW2011091577MaRDI QIDQ1783007

Maria Christina Mariani, Kanadpriya Basu

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.05.070

zbMATH Keywords

critical phenomenageophysicshigh frequency financial dataLowess-Loess methodsnonparametric regression methods

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Geostatistics (86A32)

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Spline interpolation techniques applied to the study of geophysical data ⋮ Evaluation of interpolants in their ability to fit seismometric time series

Cites Work

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• Space-time point-process models for earthquake occurrences
• Ornstein-Uhlenbeck processes for geophysical data analysis
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• CRASHES AS CRITICAL POINTS
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Beitrag zur Theorie des Ferromagnetismus
• Introduction to Econophysics

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