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  • Search: subject:"wavelet estimation"
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Year of publication
Subject
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Estimation theory 5 Schätztheorie 5 Wavelet estimation 5 State space model 4 Zustandsraummodell 4 Estimation 3 Schätzung 3 Stochastic process 3 Stochastischer Prozess 3 Entropie 2 Entropy 2 Long-memory 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Time series analysis 2 Zeitreihenanalyse 2 Asymptotic property 1 B-splines 1 Bias 1 Conditional quantile 1 Control theory 1 Heavy tails 1 Induktive Statistik 1 Kontrolltheorie 1 Long memory parameter 1 Long range dependent random fields 1 Mathematical programming 1 Mathematische Optimierung 1 Mean Lp error 1 Nichtparametrisches Verfahren 1 Nonparametric statistical inference 1 Nonparametric statistics 1 Probability theory 1 Rate of convergence 1 Riccati equation 1 Risiko 1 Risk 1 Simulation 1 Stable distributions 1 Statistical distribution 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 5 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 6 Undetermined 1
Author
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Boubaker, Heni 2 Chesneau, Christophe 1 Cosma, Antonio 1 Dentcheva, Darinka 1 Lan, Xinchen 1 Liang, Yanzi 1 Lin, Yang 1 Lu, Zheng 1 Navarro, Fabien 1 Penev, Spiridon 1 Sachs, Rainer von 1 Scaillet, Olivier 1 Serea, Oana Silva 1 Wang, Jinde 1 Wang, Lihong 1 Yang, Liu 1
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Institution
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Swiss Finance Institute 1
Published in...
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Computational economics 2 FAME Research Paper Series 1 Finance research letters 1 Operations research 1 Statistical Papers / Springer 1 Série des documents de travail 1
Source
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ECONIS (ZBW) 5 RePEc 2
Showing 1 - 7 of 7
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Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu; Liang, Yanzi; Lan, Xinchen; Lu, Zheng - In: Finance research letters 64 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
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Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
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A note on the adaptive estimation of the differential entropy by wavelet methods
Chesneau, Christophe; Navarro, Fabien; Serea, Oana Silva - 2017
Persistent link: https://www.econbiz.de/10012200050
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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni - In: Computational economics 55 (2020) 2, pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Boubaker, Heni - In: Computational economics 48 (2016) 4, pp. 693-731
Persistent link: https://www.econbiz.de/10011713102
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Wavelet estimation of the memory parameter for long range dependent random fields
Wang, Lihong; Wang, Jinde - In: Statistical Papers 55 (2014) 4, pp. 1145-1158
In this paper we study the estimation of the spatial long memory parameter for stationary long range dependent random fields using wavelet methods. We first show the relation between the wavelet coefficients of the random fields and its long memory parameter. Based on this relation, we construct...
Persistent link: https://www.econbiz.de/10010949809
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Multiariate Wavelet-based sahpe preserving estimation for dependant observation
Cosma, Antonio; Scaillet, Olivier; Sachs, Rainer von - Swiss Finance Institute - 2005
We present a new approach on shape preserving estimation of probability distribution and density functions using wavelet methodology for multivariate dependent data. Our estimators preserve shape constraints such as monotonicity, positivity and integration to one, and allow for low spatial...
Persistent link: https://www.econbiz.de/10005771825
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