Nonparametric smoothing and quantile estimation in time series
Klaus Abberger, Yuanhua Feng, and Siegfried Heiler
| Year of publication: |
1998
|
|---|---|
| Authors: | Abberger, Klaus |
| Other Persons: | Feng, Yuanhua (contributor) ; Heiler, Siegfried (contributor) |
| Published in: |
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany. - Heidelberg : Physica-Verlag, ISBN 3-7908-1152-1. - 1998, p. 1-16
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Börsenkurs | Share price | Konjunktur | Business cycle | Deutschland | Germany |