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Along with many others, we agree that a modern education in statistics needs to incorporate the practical analysis of real datasets, which are usually more complex than the common examples found in standard textbooks. The software used in the teaching of statistics includes standard spreadsheet...
Persistent link: https://www.econbiz.de/10005489968
State price density (SPD) contains important information concerning market expectations. In existing literature, a constrained estimator of the SPD is found by nonlinear least squares in a suitable Sobolev space. We improve the behavior of this estimator by implementing a covariance structure...
Persistent link: https://www.econbiz.de/10005652754
An enormous number of statistical methods have been developed in quantitive finance during the last decades. Nonparametric methods, bootstrapping time series, wavelets, estimation of diffusion coefficients are now almost standard in statistical applications. To implement these new methods the...
Persistent link: https://www.econbiz.de/10005677890
In this study a framework for an online database-driven repository of information – QuantNet – is presented. QuantNet is aimed at easing the process of web publishing for those who are unfamiliar with technical details and markup languages. At the same time advanced users are provided with...
Persistent link: https://www.econbiz.de/10005677924
Computational Statistics is an international journal that fosters the publication of applications and methodological research in the field of computational statistics. In this article, we will discuss the motivation, history, some specialties, and the future scope of this journal.
Persistent link: https://www.econbiz.de/10009399337