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  • Search: subject:"B‐splines"
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Year of publication
Subject
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B-splines 50 Theorie 10 Schätztheorie 9 Theory 9 Estimation theory 8 Nichtparametrisches Verfahren 7 Nonparametric statistics 7 No-arbitrage constraints 5 Regression analysis 5 Regressionsanalyse 5 Cox regression model 4 L2 convergence rate 4 Option pricing theory 4 Optionspreistheorie 4 Volatility 4 Yield curve 4 adaptive group Lasso 4 group SCAD 4 high-dimensional data 4 oracle estimator 4 sparsity 4 Additive model 3 Bayesian penalized splines 3 Confidence band 3 Demmler-Reinsch basis 3 Discount curve 3 Discrete quasi-interpolants 3 Equivalent kernels 3 Euler-Frobenius polynomials 3 Exponential splines 3 Genetic algorithm 3 Mixed model 3 Monotone estimation 3 Option pricing function 3 Penalization 3 Penalized regression splines 3 Quantile regression 3 Volatilität 3 Zinsstruktur 3 time series 3
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Online availability
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Undetermined 29 Free 24 CC license 1
Type of publication
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Article 41 Book / Working Paper 23
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 11 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 Thesis 1 research-article 1
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Language
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English 35 Undetermined 27 German 1 Portuguese 1
Author
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Krivobokova, Tatyana 6 Hin, Lin-Yee 5 Honda, Toshio 4 Claeskens, Gerda 3 Dias, Ronaldo 3 Fengler, Matthias 3 Fengler, Matthias R. 3 Ibáñez, M.J. 3 Kneib, Thomas 3 Krause, Rüdiger 3 Schwarz, Katsiaryna 3 Tutz, Gerhard 3 Alencar, Airlane Pereira 2 Audrino, Francesco 2 Conn, Andrew R. 2 Delahaye, Daniel 2 Diack, Cheikh A. T. 2 Fabris, Antonio Elias 2 Garcia, Nancy 2 Härdle, Wolfgang 2 Härdle, Wolfgang Karl 2 Mineo, Eduardo 2 Mongeau, Marcel 2 Moura, Marcelo 2 Peyronne, Clément 2 Pflüger, Dirk 2 Schober, Peter 2 Thomas-Agnan, Christine 2 Valentin, Julian 2 Zambom, Adriano 2 Abbadi, A. 1 Aguilera, Ana 1 Aguilera-Morillo, M. 1 Ameur, El Bachir 1 Andriyana, Y. 1 Barrera, Domingo 1 Bojarčenko, Svetlana I. 1 Burman, Prabir 1 Bühlmann, Peter 1 Chan, Ngai Hang 1
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Institution
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School of Economics and Political Science, Universität St. Gallen 4 Courant Research Centre PEG 2 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Swiss Finance Institute 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 6 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 3 Computational Optimization and Applications 2 Computational economics 2 Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 2 Discussion Paper 2 Discussion Papers 2 Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis" 2 Economia 2 Journal of Multivariate Analysis 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 The journal of computational finance 2 Annals of the Institute of Statistical Mathematics 1 Computational Economics 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 Discussion papers / Graduate School of Economics, Hitotsubashi University 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Finance research letters 1 IRISS Working Paper Series 1 Industrial Robot: An International Journal 1 International journal of theoretical and applied finance 1 Journal of Econometrics 1 Journal of Risk and Financial Management 1 Journal of econometrics 1 Journal of forecasting 1 Journal of risk and financial management : JRFM 1 Munich Dissertations in Economics 1 Physica A: Statistical Mechanics and its Applications 1 Renewable Energy 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 Statistics & Probability Letters 1
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Source
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RePEc 34 ECONIS (ZBW) 19 EconStor 8 BASE 2 Other ZBW resources 1
Showing 21 - 30 of 64
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РЕКУРРЕНТНЫЙ МЕТОД СГЛАЖИВАНИЯ КРИВИЗНЫ ТРАЕКТОРИЙ В ЗАДАЧАХ ПЛАНИРОВАНИЯ ПУТИ ДЛЯ КОЛЕСНЫХ РОБОТОВ
ФАИЛЬЕВИЧ, ГИЛИМЬЯНОВ РУСЛАН - In: Проблемы управления (2010) 3, pp. 71-76
Рассмотрена задача планирования пути для колесного робота, суть которой состоит в следующем. Управляемый вручную колесный робот проводится по желаемому пути,...
Persistent link: https://www.econbiz.de/10011238262
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Simultaneous Confidence Bands for Penalized Spline Estimators
Krivobokova, Tatyana; Kneib, Thomas; Claeskens, Gerda - 2009
In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...
Persistent link: https://www.econbiz.de/10010329885
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Simultaneous Confidence Bands for Penalized Spline Estimators
Krivobokova, Tatyana; Kneib, Thomas; Claeskens, Gerda - Courant Research Centre PEG - 2009
In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...
Persistent link: https://www.econbiz.de/10004967596
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Simultaneous confidence bands for penalized spline estimators
Krivobokova, Tatyana; Kneib, Thomas; Claeskens, Gerda - 2009
In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...
Persistent link: https://www.econbiz.de/10010255779
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Solving air traffic conflict problems via local continuous optimization
Peyronne, Clément; Conn, Andrew R.; Mongeau, Marcel; … - In: European Journal of Operational Research 241 (2015) 2, pp. 502-512
This paper first introduces an original trajectory model using B-splines and a new semi-infinite programming …
Persistent link: https://www.econbiz.de/10011077632
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Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.; Hin, Lin-Yee - In: Journal of Econometrics 184 (2015) 2, pp. 242-261
We suggest a semi-nonparametric estimator for the call-option price surface. The estimator is a bivariate tensor-product B-spline. To enforce no-arbitrage constraints across strikes and expiry dates, we establish sufficient no-arbitrage conditions on the control net of the B-spline surface. The...
Persistent link: https://www.econbiz.de/10011117414
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Solving air traffic conflict problems via local continuous optimization
Peyronne, Clément; Conn, Andrew R.; Mongeau, Marcel; … - In: European journal of operational research : EJOR 241 (2015) 2, pp. 502-512
Persistent link: https://www.econbiz.de/10010487975
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A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.; Kaishev, Vladimir K. - In: The journal of computational finance 19 (2015) 1, pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
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Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.; Hin, Lin-Yee - In: Journal of econometrics 184 (2015) 2, pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
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A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias; Hin, Lin-Yee - In: Finance research letters 15 (2015), pp. 78-84
Persistent link: https://www.econbiz.de/10011552971
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