BROOD
发表于 2025-3-21 17:40:48
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大骂
发表于 2025-3-21 20:43:09
Empirical Likelihood Approaches for Financial Returns,pirical likelihood such as Cressie-Read power-divergence statistic and generalized empirical likelihood. Section . considers application of the generalized empirical likelihood to an inference problem for multivariate stable distributions. Technical proofs of the theorems are given in Sect. ..
adipose-tissue
发表于 2025-3-22 01:17:24
Features of Financial Data,Their estimation theory is provided in a unified fashion. Optimality of the estimation and testing, etc., is described based on the local asymptotic normality (LAN) due to Le Cam. The theory and models are very general and modern.
laxative
发表于 2025-3-22 05:54:10
Some Techniques for ARCH Financial Time Series,ditional variance, or “volatility” of financial assets. Revealing the fact that its inference can be greatly affected by the existence of additional noize called market microstructure, we introduce and study the asymptotics of some appropriate estimator under the microstructure with ARCH-dependent structure.
话
发表于 2025-3-22 11:04:32
Features of Financial Data,s obviously complicated, modeling for financial time series is difficult. For this, first, we look at some empirical characteristics of financial data. Then, we review and examine various time series models (e.g., ARCH, general linear process, non-stationary process, etc.), which show plausibility.
阉割
发表于 2025-3-22 15:04:40
Empirical Likelihood Approaches for Financial Returns,al inference. It allows us to use likelihood methods although we do not assume that the data comes from a known family. Consequently, the empirical likelihood has both effectiveness and flexibility of the likelihood method, and reliability of the nonparametric methods. The construction of this chapt
文字
发表于 2025-3-22 20:28:27
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欢腾
发表于 2025-3-22 21:27:58
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angina-pectoris
发表于 2025-3-23 04:30:45
Book 2014financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book al
JOT
发表于 2025-3-23 07:38:32
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