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subject:"Stochastischer Prozess"
type_genre:"Arbeitspapier"
~person:"Costa, Manon"
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Stochastischer Prozess
Estimation theory
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Schätztheorie
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Quantile and Superquantile
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Stochastic approximation
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Adaptive kernel estimators
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Costa, Manon
Koopman, Siem Jan
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Spokojnyj, Vladimir G.
7
Küchler, Uwe
6
Phillips, Peter C. B.
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Reiß, Markus
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Christopeit, Norbert
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Craig, Ben R.
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Härdle, Wolfgang
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Keller, Joachim G.
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Leon-Gonzalez, Roberto
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Massmann, Michael
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Rodriguez, Gabriel
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Sentana, Enrique
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Strachan, Rodney W.
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Blasques, Francisco
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Chan, Joshua
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Corsi, Fulvio
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Iacus, Stefano Maria
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Kristensen, Dennis
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León-González, Roberto
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Lucas, André
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McAleer, Michael
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Nussbaum, Michael
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Platen, Eckhard
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Tauchen, George Eugene
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Vasiliev, Vjatscheslav A.
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Audet, Charles
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Barndorff-Nielsen, Ole E.
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Bauwens, Luc
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Bennedsen, Mikkel
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Bibinger, Markus
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Bigeon, Jean
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Bos, Charles S.
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Brandt, Michael W.
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Bruti-Liberati, Nicola
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Cai, Zongwu
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Corradi, Valentina
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Dankenbring, Henning
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Dette, Holger
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Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
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Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
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