From statistics to mathematical finance: festschrift in honour of Winfried Stute
(eBook)
"This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis."--
Ferger, D., & González Manteiga, W. (2018). From statistics to mathematical finance: festschrift in honour of Winfried Stute. Cham, Switzerland, Springer.
Chicago / Turabian - Author Date Citation (style guide)Ferger, D and Wenceslao, González Manteiga. 2018. From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. Cham, Switzerland, Springer.
Chicago / Turabian - Humanities Citation (style guide)Ferger, D and Wenceslao, González Manteiga, From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. Cham, Switzerland, Springer, 2018.
MLA Citation (style guide)Ferger, D. and Wenceslao González Manteiga. From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute. Cham, Switzerland, Springer, 2018.
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Record Information
Last File Modification Time | Apr 05, 2024 09:48:27 PM |
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Last Grouped Work Modification Time | Apr 05, 2024 09:12:39 PM |
MARC Record
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245 | 0 | 0 | |a From statistics to mathematical finance :|b festschrift in honour of Winfried Stute /|c Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang, editors. |
264 | 1 | |a Cham, Switzerland :|b Springer,|c [2018] | |
264 | 4 | |c ©2018 | |
300 | |a 1 online resource | ||
336 | |a text|b txt|2 rdacontent | ||
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338 | |a online resource|b cr|2 rdacarrier | ||
588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed November 3, 2017). | |
504 | |a Includes bibliographical references. | ||
520 | |a "This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis."--|c Provided by publisher | ||
505 | 0 | |a 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. | |
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655 | 7 | |a Festschriften|2 fast | |
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