Newly developed and advanced methods for nonlinear time series analysis are in general not available in standard software packages. Moreover, their implementation requires substantial time, computing power as well as programming skills. The recent results on lag and bandwidth selection methods...

The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...

We will show a methodology of incorporating a profound statistical software environment into a standard spreadsheet application. Our approach is based upon a client/server computing philosophy, which will enable the user of our client side application to choose between various types of servers...