Statistical inference for financial engineering / Masanobu Taniguchi ... [et al.]
| Statistical inference for financial engineering / Masanobu Taniguchi ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | X, 118 p. : ill. ; 24 cm |
| Soggetto topico |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Empirical Likelihood
Financial Time Series LAN-based optimal inference for time series Non-linear / non-Gaussian models Quantitative Finance Rank-based semiparametric inference |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103269 |
| Cham, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistical inference for financial engineering / Masanobu Taniguchi ... [et al.]
| Statistical inference for financial engineering / Masanobu Taniguchi ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | X, 118 p. : ill. ; 24 cm |
| Soggetto topico |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Empirical Likelihood
Financial Time Series LAN-based optimal inference for time series Non-linear / non-Gaussian models Quantitative Finance Rank-based semiparametric inference |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103269 |
| Cham, : Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||