Springer Texts in Statistics - Statistical Analysis of Financial Data in R
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Published By Springer New York

9781461487876, 9781461487883

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Nonlinear Time Series: Models and Simulation

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_8 ◽

2013 ◽

pp. 473-533

Author(s):

René Carmona

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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Heavy Tail Distributions

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_2 ◽

2013 ◽

pp. 69-120

Author(s):

René Carmona

Keyword(s):

Heavy Tail Distributions ◽

Tail Distributions

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Appendices

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_9 ◽

2013 ◽

pp. 537-558

Author(s):

René Carmona

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Dependence & Multivariate Data Exploration

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_3 ◽

2013 ◽

pp. 121-195

Author(s):

René Carmona

Keyword(s):

Multivariate Data ◽

Data Exploration

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Parametric Regression

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_4 ◽

2013 ◽

pp. 199-276

Author(s):

René Carmona

Keyword(s):

Parametric Regression

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Multivariate Time Series, Linear Systems and Kalman Filtering

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_7 ◽

2013 ◽

pp. 423-472

Author(s):

René Carmona

Keyword(s):

Time Series ◽

Linear Systems ◽

Kalman Filtering ◽

Multivariate Time Series

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Univariate Data Distributions

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_1 ◽

2013 ◽

pp. 3-68

Author(s):

René Carmona

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Local and Nonparametric Regression

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_5 ◽

2013 ◽

pp. 277-341

Author(s):

René Carmona

Keyword(s):

Nonparametric Regression

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Time Series Models: AR, MA, ARMA, & ALL THAT

Springer Texts in Statistics - Statistical Analysis of Financial Data in R ◽

10.1007/978-1-4614-8788-3_6 ◽

2013 ◽

pp. 345-421

Author(s):

René Carmona

Keyword(s):

Time Series ◽

Time Series Models

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