- Sprache
-
Englisch
- Identifier
-
1206797185
Beteiligte Personen und Organisationen
- DOI
-
10.18452/4098
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:55 MEZ
Objekttyp
- Monografie
Beteiligte
Ähnliche Objekte (12)
Nonparametric Productivity Analysis
A consistent nonparametric test for causality in quantile
Nonparametric and semiparametric models
Nonparametric Risk Management with Generalized Hyperbolic Distributions
Applied quantitative finance
The Stochastic Fluctuation of the Quantile Regression Curve
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Support Vector Regression Based GARCH Model withApplication to Forecasting Volatility of Financial Returns
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Computer intensive methods in statistics
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
Nonparametric Productivity Analysis
A consistent nonparametric test for causality in quantile
Nonparametric and semiparametric models
Nonparametric Risk Management with Generalized Hyperbolic Distributions
Applied quantitative finance
The Stochastic Fluctuation of the Quantile Regression Curve
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Support Vector Regression Based GARCH Model withApplication to Forecasting Volatility of Financial Returns
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Computer intensive methods in statistics
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
Nonparametric Productivity Analysis
A consistent nonparametric test for causality in quantile
Nonparametric and semiparametric models
Nonparametric Risk Management with Generalized Hyperbolic Distributions
Applied quantitative finance
The Stochastic Fluctuation of the Quantile Regression Curve
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Support Vector Regression Based GARCH Model withApplication to Forecasting Volatility of Financial Returns
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Computer intensive methods in statistics