From Statistics to Mathematical Finance
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21

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Published By Springer International Publishing

9783319509853, 9783319509860

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On the Asymptotic Efficiency of Directional Models Checks for Regression

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_5 ◽

2017 ◽

pp. 71-87

Author(s):

Miguel A. Delgado ◽

Juan Carlos Escanciano

Keyword(s):

Asymptotic Efficiency

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Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_20 ◽

2017 ◽

pp. 417-425 ◽

Cited By ~ 2

Author(s):

L. Overbeck ◽

J. Weckend

Keyword(s):

Regime Switching ◽

Cir Model

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Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_16 ◽

2017 ◽

pp. 317-342

Author(s):

Debasis Bhattacharya ◽

George G. Roussas

Keyword(s):

Asymptotic Bounds

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Goodness–of–Fit Test for Stochastic Volatility Models

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_6 ◽

2017 ◽

pp. 89-104 ◽

Cited By ~ 1

Author(s):

Wenceslao González-Manteiga ◽

Jorge Passamani Zubelli ◽

Abelardo Monsalve-Cobis ◽

Manuel Febrero-Bande

Keyword(s):

Stochastic Volatility ◽

Goodness Of Fit ◽

Stochastic Volatility Models ◽

Goodness Of Fit Test ◽

Volatility Models

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Change Point Detection with Multivariate Observations Based on Characteristic Functions

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_14 ◽

2017 ◽

pp. 273-290

Author(s):

Zdeněk Hlávka ◽

Marie Hušková ◽

Simos G. Meintanis

Keyword(s):

Change Point ◽

Change Point Detection ◽

Characteristic Functions ◽

Point Detection

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Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_4 ◽

2017 ◽

pp. 57-67

Author(s):

Jacobo de Uña-Álvarez

Keyword(s):

Nonparametric Estimation ◽

Event Free Survival ◽

Cross Sectional ◽

Free Survival ◽

Survival Distribution

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The Kaplan-Meier Integral in the Presence of Covariates: A Review

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_2 ◽

2017 ◽

pp. 25-41 ◽

Cited By ~ 2

Author(s):

Thomas A. Gerds ◽

Jan Beyersmann ◽

Liis Starkopf ◽

Sandra Frank ◽

Mark J. van der Laan ◽

...

Keyword(s):

Kaplan Meier

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Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_8 ◽

2017 ◽

pp. 129-156

Author(s):

Dietmar Ferger

Keyword(s):

Regression Models ◽

General Regression ◽

Asymptotic Tail

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Hierarchical Organizations and Glass Ceiling Effects

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_21 ◽

2017 ◽

pp. 429-440

Author(s):

María Paz Espinosa ◽

Eva Ferreira

Keyword(s):

Glass Ceiling ◽

Ceiling Effects ◽

Hierarchical Organizations

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Risk Bounds and Partial Dependence Information

From Statistics to Mathematical Finance ◽

10.1007/978-3-319-50986-0_17 ◽

2017 ◽

pp. 345-366 ◽

Cited By ~ 2

Author(s):

Ludger Rüschendorf

Keyword(s):

Risk Bounds ◽

Partial Dependence

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