Statistical modeling using local Gaussian approximation /

"Reviews local dependence modeling, with applications to time series and finance markets Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics Evaluates local spectral analysis, discovering hidden f...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Tj�stheim, Dag (Autor), Otneim, H�akon (Autor), Stove, B�ard (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London, United Kingdom ; San Diego, CA, United States : Academic Press, [2022]
Temas:
Statistics.
Mathematical models.
Gaussian distribution.
Approximation theory.
Mod�eles math�ematiques.
Loi de Gauss (Statistique)
Th�eorie de l'approximation.
Statistique.
mathematical models.
statistics.
Approximation theory
Gaussian distribution
Mathematical models
Statistics
Acceso en línea:Texto completo
Descripción
Sumario:"Reviews local dependence modeling, with applications to time series and finance markets Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences Integrates textual content with three useful R packages"--
Descripción Física:1 online resource
Bibliografía:Includes bibliographical references and indexes.
ISBN:9780128154458
0128154454
9780128158616
0128158611

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