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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Tj�stheim, Dag (Author), Otneim, H�akon (Author), Stove, B�ard (Author)
Format: Electronic eBook
Language:Inglés
Published: London, United Kingdom ; San Diego, CA, United States : Academic Press, [2022]
Subjects:
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
Online Access:Texto completo
Description
Summary:"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"--
Physical Description:1 online resource
Bibliography:Includes bibliographical references and indexes.
ISBN:9780128154458
0128154454
9780128158616
0128158611

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