On smoothness terms in multidimensional Whittaker graduation
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Publication:1921979
DOI10.1016/0167-6687(95)00021-6zbMath0855.62091MaRDI QIDQ1921979
Publication date: 9 February 1997
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(95)00021-6
quadratic forms; Kronecker products; polynomial model; measure of lack-of-fit; measures of lack-of-smoothness; multidimensional Whittaker graduation; smoothness terms
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations
Cites Work