Monografie
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model
- Language
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Englisch
- Identifier
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1206193719
- Series
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Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes; Ausgabe 6, 2000
Subject
Wirtschaft; Schätzfunktion; Schätztheorie; Stochastischer Prozess; Volatilität; Heteroskedastizität; Schätzung; Wechselkurs; Kapitalertrag; Kapitalgewinn; Deutschland; USA; Großbritannien
Contributor
- DOI
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10.18452/3328
- URN
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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26.01.2023, 1:57 PM CET
Object type
- Monografie
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On adaptive estimation in partial linear models
On adaptive estimation in partial linear models
On adaptive smoothing in partial linear models
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean
Financial calculations on the net
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Statistical inference for time-inhomogeneous volatility models
Estimation in an additive model when the components are linked parametrically
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Smoothed L-Estimation of Regression Function
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On adaptive estimation in partial linear models
On adaptive estimation in partial linear models
On adaptive smoothing in partial linear models
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean
Financial calculations on the net
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
Statistical inference for time-inhomogeneous volatility models
Estimation in an additive model when the components are linked parametrically
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration