scientific article; zbMATH DE number 5586092
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Publication:5323644
zbMath1166.62063MaRDI QIDQ5323644
Hua Wang, Yan Yu, Min Li, Ke-ming Yu
Publication date: 23 July 2009
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N2/j19n224/j19n224.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
kernel smoothingoption pricingbandwidth selectionvolatilityvariance estimationpenalized likelihoodvalue at risklocal linearVaR
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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