EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Functional data analysis"
Narrow search

Narrow search

Year of publication
Subject
All
Functional data analysis 90 functional data analysis 52 Theorie 38 Theory 38 Forecasting model 27 Prognoseverfahren 27 Time series analysis 16 Estimation theory 15 Functional Data Analysis 15 Schätztheorie 15 Zeitreihenanalyse 15 Nonparametric statistics 13 Volatility 13 Volatilität 13 Estimation 11 Nichtparametrisches Verfahren 11 Schätzung 11 Principal component analysis 9 Hauptkomponentenanalyse 8 Yield curve 8 Zinsstruktur 8 Welt 7 World 7 Aktienmarkt 6 Electricity 6 Elektrizität 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 Energiekonsum 5 Energy consumption 5 Functional principal component analysis 5 International stock markets 5 Share price 5
more ... less ...
Online availability
All
Undetermined 87 Free 66 CC license 5
Type of publication
All
Article 118 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
All
Article in journal 62 Aufsatz in Zeitschrift 62 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 8 Thesis 6 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Lehrbuch 1 Statistik 1 Textbook 1
more ... less ...
Language
All
English 107 Undetermined 59 German 1
Author
All
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 Vaz, Lucelia Viviane 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 Chen, Jiazi 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 2
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
Computational Statistics & Data Analysis 8 Computational Statistics 6 International journal of forecasting 4 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 Energy economics 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 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 Statistical Papers 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 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of actuarial science 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
more ... less ...
Source
All
ECONIS (ZBW) 80 RePEc 62 EconStor 16 BASE 7 Other ZBW resources 2
Showing 101 - 110 of 167
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. - 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
Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun; Lin, X. Sheldon - In: Insurance 62 (2015), pp. 138-150
Persistent link: https://www.econbiz.de/10011312079
Saved in:
Cover Image
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
Saved in:
Cover Image
An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal; Murphy, Finbarr; Cummins, Mark - In: The North American journal of economics and finance : a … 33 (2015), pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
Representing, Visualizing, and Modeling Online Auction Data
Hyde, Valerie - 2007
The wide and growing popularity of online auctions creates enormous amounts of publicly available bid data providing an important topic for research. These data pose unique statistical challenges because of their special structures. This research focuses on methods for representing, visualizing,...
Persistent link: https://www.econbiz.de/10009450765
Saved in:
Cover Image
Exploring and Modeling Online Auctions Using Functional Data Analysis
Wang, Shanshan - 2007
by using modern functional data analysis techniques. We also use the functional context to systematically describe …
Persistent link: https://www.econbiz.de/10009450766
Saved in:
  • First
  • Prev
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...