Financial Statistics and Mathematical Finance
From MaRDI portal
Publication:5388548
DOI10.1002/9781118316443zbMath1275.62012MaRDI QIDQ5388548
Publication date: 18 April 2012
Full work available at URL: https://doi.org/10.1002/9781118316443
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
00A06: Mathematics for nonmathematicians (engineering, social sciences, etc.)
Related Items
Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements, Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models, Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application, An analysis of the convergence of the direct simulation Monte Carlo method, Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance, Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration
Uses Software