scientific article; zbMATH DE number 2165826

MaRDI QIDQ4675736zbMATH OpenFDO

Authors Wanbo Lu, Zhu-Yu Li

Publication date 6 May 2005

zbMATH Keywords

ICSSiterated cumulative sums of squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(5)

• Bivariate nonparametric density estimation of stock prices and volume
• Empirical analysis of the return rate of Shanghai stock market based on the nonparametric model method
• The estimation of time varying volatility based on the long stock return series with its application
• scientific article; zbMATH DE number 7266745 (Why is no real title available?)
• Application in stochastic volatility models of nonlinear regression with stochastic design

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