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  • Search: subject:"Functional data Analysis"
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Year of publication
Subject
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Functional data analysis 86 functional data analysis 50 Theorie 36 Theory 36 Forecasting model 25 Prognoseverfahren 25 Time series analysis 16 Functional Data Analysis 15 Zeitreihenanalyse 15 Estimation theory 14 Schätztheorie 14 Volatility 13 Volatilität 13 Nonparametric statistics 12 Estimation 11 Schätzung 11 Nichtparametrisches Verfahren 10 Principal component analysis 7 Welt 7 World 7 Yield curve 7 Zinsstruktur 7 Aktienmarkt 6 Hauptkomponentenanalyse 6 Multivariate Analyse 6 Multivariate analysis 6 Stock market 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Börsenkurs 5 China 5 Close-to-open gap forecasting 5 Cluster analysis 5 Electricity 5 Elektrizität 5 Energiekonsum 5 Energy consumption 5 Functional principal component analysis 5 International stock markets 5 Share price 5
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Online availability
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Undetermined 85 Free 62 CC license 5
Type of publication
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Article 112 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 59 Aufsatz in Zeitschrift 59 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Thesis 6 Article 5 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Lehrbuch 1 Statistik 1 Textbook 1
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Language
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English 101 Undetermined 59 German 1
Author
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Kokoszka, Piotr 5 Liu, Zhenya 5 Das, Sonali 4 Gallón, Santiago 4 Gatarek, Lukasz T. 4 Rhoden, Imke 4 Voit, Ann-Katrin 4 Weller, Daniel 4 Cummins, Mark 3 Diks, Cees G.H. 3 Galeano, Pedro 3 Gooijer, Jan G. de 3 Gupta, Rangan 3 Härdle, Wolfgang 3 Härdle, Wolfgang Karl 3 Kearney, Fearghal 3 Kneip, Alois 3 Maennig, Wolfgang 3 Mangisa, Siphumlile 3 Mueller, Steffen Q. 3 Murphy, Finbarr 3 Romo, Juan 3 Shang, Han Lin 3 Vantini, Simone 3 Vieu, Philippe 3 Wang, Shixuan 3 Aguilera, Ana 2 Benko, Michal 2 Boubaker, Sabri 2 Burdejova, Petra 2 Carey, Michelle 2 Carroll, Raymond J. 2 Cañón, Carlos Iván 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 2 Fagiolo, Giorgio 2 Gath, Eugene G. 2
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 4 Department of Econometrics and Business Statistics, Monash Business School 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centro Ricerche Nord Sud (CRENoS) 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 EconWPA 1 IGI Global 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Computational Statistics & Data Analysis 8 Computational Statistics 6 Journal of Multivariate Analysis 4 Statistics and Econometrics Working Papers 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 International journal of forecasting 3 Monash Econometrics and Business Statistics Working Papers 3 Psychometrika 3 SFB 649 Discussion Paper 3 Statistics & Probability Letters 3 Working papers 3 AStA Advances in Statistical Analysis 2 Advances in Data Analysis and Classification 2 Applied economics 2 Energy economics 2 European journal of operational research : EJOR 2 Journal of Classification 2 Journal of forecasting 2 Journal of time series econometrics 2 Marketing science 2 Metrika 2 Quantitative finance 2 Research in international business and finance 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Statistics & Risk Modeling 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Tinbergen Institute Discussion Papers 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Computational and mathematical organization theory 1 Computational economics 1 Computing in Economics and Finance 2005 1 Demographic Research 1 Department of Economics working paper series 1 Discussion paper / Tinbergen Institute 1 ECARES working paper 1 ERF working papers series : working paper 1
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Source
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ECONIS (ZBW) 77 RePEc 62 EconStor 13 BASE 7 Other ZBW resources 2
Showing 91 - 100 of 161
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Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
de Gooijer, Jan G.; Diks, Cees G.H.; Gatarek, Lukasz T. - 2009
functional variable, it is natural to focus on functional data analysis. Both parametric and non-parametric modeling strategies …
Persistent link: https://www.econbiz.de/10010325699
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Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
Gooijer, Jan G. de; Diks, Cees G.H.; Gatarek, Lukasz T. - Tinbergen Institute - 2009
functional variable, it is natural to focus on functional data analysis. Both parametric and non-parametric modeling strategies …
Persistent link: https://www.econbiz.de/10008513244
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Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market
Alva, Kenedy; Romo, Juan; Ruiz, Esther - Departamento de Estadistica, Universidad Carlos III de … - 2009
We propose recent functional data analysis techniques to study the intra-daily volatility. In particular, the …
Persistent link: https://www.econbiz.de/10005190170
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Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
Gooijer, Jan G. de; Diks, Cees G.H.; Gatarek, Lukasz T. - Tinbergen Instituut - 2009
scalar response variable to a functional variable, it is natural to focus on functional data analysis. Both parametric and …
Persistent link: https://www.econbiz.de/10011256037
Saved in:
Cover Image
Information flows around the globe : predicting opening gaps from overnight foreign stock price patterns
Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009
functional variable, it is natural to focus on functional data analysis. Both parametric and non-parametric modeling strategies …
Persistent link: https://www.econbiz.de/10011379456
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Nested nonnegative cone analysis
Zhang, Lingsong; Lu, Shu; Marron, J.S. - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 100-110
Motivated by the analysis of nonnegative data objects, a novel Nested Nonnegative Cone Analysis (NNCA) approach is proposed to overcome some drawbacks of existing methods. The application of traditional PCA/SVD method to nonnegative data often cause the approximation matrix leave the nonnegative...
Persistent link: https://www.econbiz.de/10011264466
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Canonical correlation analysis for irregularly and sparsely observed functional data
Shin, Hyejin; Lee, Seokho - In: Journal of Multivariate Analysis 134 (2015) C, pp. 1-18
Several approaches for functional canonical correlation analysis have been developed to measure the association between paired functional data. However, the existing methods in the literature have been developed for dense and balanced functional data, and they cannot be directly applicable to...
Persistent link: https://www.econbiz.de/10011189575
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Generalized Functional Extended Redundancy Analysis
Hwang, Heungsun; Suk, Hye; Takane, Yoshio; Lee, Jang-Han; … - In: Psychometrika 80 (2015) 1, pp. 101-125
Functional extended redundancy analysis (FERA) was recently developed to integrate data reduction into functional linear models. This technique extracts a component from each of multiple sets of predictor data in such a way that the component accounts for the maximum variance of response data....
Persistent link: https://www.econbiz.de/10011241346
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A Darling–Erdős-type CUSUM-procedure for functional data
Torgovitski, Leonid - In: Metrika 78 (2015) 1, pp. 1-27
The focus of the paper is nonparametric detection of changes in the mean of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$m$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>m</mi> </math> </EquationSource> </InlineEquation>-dependent stationary functional data via a cumulative sum (CUSUM) procedure. We consider a projection-based quasi-maximum likelihood CUSUM-procedure which relies on a Darling–Erdős-type limit theorem....</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011151402
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Forecasting density function : application in finance
Sen, Rituparna; Ma, Changie - In: Journal of mathematical finance 5 (2015) 5, pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
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