Robust Risk Management. Accounting for Nonstationarity and Heavy Tails
Year of publication: |
2007-01
|
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Authors: | Chen, Ying ; Spokoiny, Vladimir |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Exponential Smoothing | Spatial Aggregation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2007-002 41 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C53 - Forecasting and Other Model Applications |
Source: |
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