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From Statistics to Mathematical Finance [[electronic resource] ] : Festschrift in Honour of Winfried Stute / / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang
| From Statistics to Mathematical Finance [[electronic resource] ] : Festschrift in Honour of Winfried Stute / / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XIII, 440 p. 43 illus., 20 illus. in color.) |
| Disciplina | 519.5 |
| Soggetto topico |
Statistics
Probabilities Economics, Mathematical Statistical Theory and Methods Probability Theory and Stochastic Processes Quantitative Finance Statistics for Life Sciences, Medicine, Health Sciences Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-50986-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Review Chapters on Winfried Stute's Work, e.g. Stute's Work in Survival Analysis -- Novikov: Kolmogorov-Smirnov Statistics -- Albrecher: Insurance Mathematics -- Rüschendorf: Risk Bounds and Partial Dependence Information -- Schumacher: Kaplan-Meier Integrals -- Overbeck: Backward SDEs -- Häusler: On Empirical Distribution Functions Under Auxiliary Information -- Eichner: KARDE - An R package for Kernel-Adaptive Regression and Density Estimation -- Ferger: Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models -- Dikta: Semi-parametric Random Censorship Models -- Schmidt: Shot-Noise Processes in Finance -- Koul: Estimating the Error Distribution in a Single-index Model -- Zhu: A Review on Dimension Reduction-based Tests for Regressions -- Roussas: Limiting Experiments and Asymptotic Bounds on the Performance of Sequences of Estimators -- Bhattacharya: Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families -- Cao: A Review on Bandwidth Selection for Density Estimation with Dependent Data -- de Uña: On Nonparametric Estimation from Truncated Samples -- Ferreira: Stochastic Processes Applied to Gender Gaps -- Delgado: On the Efficiency of Directional Model Checks for Regression -- Gonzalez-Manteiga: Goodness-of-fit Tests for Stochastic Volatility Models -- Eberlein: Option Pricing with Levy Processes -- Huskova: Change Point Detection with Multivariate Observations Based on Characteristic Functions. |
| Record Nr. | UNINA-9910254287103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
| Soggetto topico |
00B30 - Festschriften [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123977 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
| Edizione | [Cham : Springer, 2017] |
| Pubbl/distr/stampa | xiii, 440 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
00B30 - Festschriften [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123977 |
| xiii, 440 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||