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Multivariate wavelet-based shape preserving estimation for dependant observations
Cosma, Antonio (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003074209
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Multivariate wavelet-based shape preserving estimation for dependent observations
Cosma, Antonio (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003120567
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A nonparametric ACD model
Cosma, Antonio (contributor); Galli, Fausto (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375845
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A nonparametric ACD model
Cosma, Antonio; Galli, Fausto - In: Financial mathematics, volatility and covariance modelling, (pp. 122-144). 2019
Persistent link: https://www.econbiz.de/10012249110