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Methods for estimating a conditional distribution function
Hall, Peter; Wolff, Rodney C.; Yao, Qiwei - 1999
conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent … work on locally parametric techniques in density estimation. It produces distribution estimators that may be of arbitrarily … setting; for example, to quantile estimation for independent data. This problem motivated the work of Yu and Jones. …
Persistent link: https://www.econbiz.de/10009437734
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<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118
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Nonparametric quantile estimation
Takeuchi, Ichiro; Le, Quoc; Sears, Timothy; Smola, Alexander - 2006
In regression, the desired estimate of y|x is not always given by a conditional mean, althoughthis is most common. Sometimes one wants to obtain a good estimate that satisfies the propertythat a proportion, t, of y|x, will be below the estimate. For t = 0.5 this is an estimate of themedian. What...
Persistent link: https://www.econbiz.de/10009451283
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Financial Time Series Analysis using Pattern Recognition Methods
Zeng, Zhanggui - 2006
This thesis is based on research on financial time series analysis using pattern recognition methods. The first part of this research focuses on univariate time series analysis using different pattern recognition methods. First, probabilities of basic patterns are used to represent the features...
Persistent link: https://www.econbiz.de/10009480080
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Searching for histogram patterns due to macroscopic fluctuations in financial time series
Van Zyl, Verena Helen - 2007
This study aims to investigate whether the phenomena found by Shnoll et al. when applying histogrampattern analysis techniques to stochastic processes from chemistry and physics are also present infinancial time series, particularly exchange rate and index data. The phenomena are related to...
Persistent link: https://www.econbiz.de/10009442100
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The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock Market
Penm, Jack H.W; Brailsford, Tim; Terrell, R.D - 2000
inconsistency has biased consequences for financial theory. The paper provides a theoretically consistent adjustment which fits with … theory. The paper applies the procedure to a vector system comprising variables from the Hong Kong stock market and foreign …
Persistent link: https://www.econbiz.de/10009451291
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Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene
Hock, Thorsten - 2003
subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …
Persistent link: https://www.econbiz.de/10009433722