- Language
-
Englisch
- Identifier
-
1206800518
Contributor
- DOI
-
10.18452/4579
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:52 PM CET
Object type
- Monografie
Associated
Other Objects (12)
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
Applied quantitative finance
Nonparametric and semiparametric models
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Computer intensive methods in statistics
Change point and trend analyses of annual expectile curves of tropical storms
A Consistent Nonparametric Test for Causality in Quantile
Value-at-Risk Calculations with Time Varying Copulae
Statistics of Risk Aversion
Variable selection in Cox regression models with varying coefficients
Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
Applied quantitative finance
Nonparametric and semiparametric models
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Computer intensive methods in statistics
Change point and trend analyses of annual expectile curves of tropical storms
A Consistent Nonparametric Test for Causality in Quantile
Value-at-Risk Calculations with Time Varying Copulae
Statistics of Risk Aversion
Variable selection in Cox regression models with varying coefficients
Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
Applied quantitative finance
Nonparametric and semiparametric models
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Computer intensive methods in statistics
Change point and trend analyses of annual expectile curves of tropical storms
A Consistent Nonparametric Test for Causality in Quantile
Value-at-Risk Calculations with Time Varying Copulae
Statistics of Risk Aversion
Variable selection in Cox regression models with varying coefficients