Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk
| Year of publication: |
2011-01
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| Authors: | Gonzalez-Rivera, Gloria ; Arroyo, Javier ; Mate, Carlos ; Munoz San Roque, A. |
| Institutions: | Department of Economics, University of California-Riverside |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Statistical Analysis and Data Mining Number 201433 |
| Source: |
Persistent link: https://www.econbiz.de/10010942047