From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute /
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric est...
Saved in:
| Other Authors: | , , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
| Subjects: | |
| Online Access: | Connect to this title online |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | b3110971 | ||
| 005 | 20240627104208.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 171028s2017 gw | o |||| 0|eng d | ||
| 020 | |a 9783319509860 | ||
| 024 | 7 | |a 10.1007/978-3-319-50986-0 |2 doi | |
| 035 | |a (DE-He213)spr978-3-319-50986-0 | ||
| 040 | |d UtOrBLW | ||
| 050 | 4 | |a QA276-280 | |
| 245 | 0 | 0 | |a From Statistics to Mathematical Finance : |b Festschrift in Honour of Winfried Stute / |c edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang. |
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2017. | |
| 300 | |a 1 online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 505 | 0 | |a Preface -- Review Chapters on Winfried Stute's Work, e.g. Stute's Work in Survival Analysis -- Novikov: Kolmogorov-Smirnov Statistics -- Albrecher: Insurance Mathematics -- Rüschendorf: Risk Bounds and Partial Dependence Information -- Schumacher: Kaplan-Meier Integrals -- Overbeck: Backward SDEs -- Häusler: On Empirical Distribution Functions Under Auxiliary Information -- Eichner: KARDE - An R package for Kernel-Adaptive Regression and Density Estimation -- Ferger: Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models -- Dikta: Semi-parametric Random Censorship Models -- Schmidt: Shot-Noise Processes in Finance -- Koul: Estimating the Error Distribution in a Single-index Model -- Zhu: A Review on Dimension Reduction-based Tests for Regressions -- Roussas: Limiting Experiments and Asymptotic Bounds on the Performance of Sequences of Estimators -- Bhattacharya: Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families -- Cao: A Review on Bandwidth Selection for Density Estimation with Dependent Data -- de Uña: On Nonparametric Estimation from Truncated Samples -- Ferreira: Stochastic Processes Applied to Gender Gaps -- Delgado: On the Efficiency of Directional Model Checks for Regression -- Gonzalez-Manteiga: Goodness-of-fit Tests for Stochastic Volatility Models -- Eberlein: Option Pricing with Levy Processes -- Huskova: Change Point Detection with Multivariate Observations Based on Characteristic Functions. | |
| 520 | |a This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis. | ||
| 650 | 0 | |a Economics, Mathematical. |0 http://id.loc.gov/authorities/subjects/sh85040869 | |
| 650 | 0 | |a Probabilities. |0 http://id.loc.gov/authorities/subjects/sh85107090 | |
| 650 | 0 | |a Statistics. |0 http://id.loc.gov/authorities/subjects/sh85127580 | |
| 650 | 1 | 4 | |a Statistics. |
| 650 | 2 | 4 | |a Probability Theory and Stochastic Processes. |
| 650 | 2 | 4 | |a Quantitative Finance. |
| 650 | 2 | 4 | |a Statistical Theory and Methods. |
| 650 | 2 | 4 | |a Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 | 2 | 4 | |a Statistics for Life Sciences, Medicine, Health Sciences. |
| 650 | 7 | |a Economics, Mathematical. |2 fast |0 (OCoLC)fst00902260 | |
| 650 | 7 | |a Probabilities. |2 fast |0 (OCoLC)fst01077737 | |
| 650 | 7 | |a Statistics. |2 fast |0 (OCoLC)fst01132103 | |
| 700 | 1 | |a Ferger, D. |q (Dietmar), |e editor. |0 http://id.loc.gov/authorities/names/n2006084240 | |
| 700 | 1 | |a González Manteiga, Wenceslao, |e editor. | |
| 700 | 1 | |a Schmidt, Thorsten, |e editor. |0 http://id.loc.gov/authorities/names/n95091536 | |
| 700 | 1 | |a Wang, Jane-Ling, |e editor. | |
| 740 | 0 | |a Springer Mathematics and Statistics | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319509853 |
| 856 | 4 | 0 | |u https://login.libproxy.scu.edu/login?url=https://dx.doi.org/10.1007/978-3-319-50986-0 |z Connect to this title online |t 0 |
| 907 | |a .b31109718 |b 240629 |c 171208 | ||
| 918 | |a .bckstg |b 2016-12-01 | ||
| 919 | |a .ulebk |b 2017-02-14 | ||
| 998 | |a uww |b 171208 |c m |d z |e l |f eng |g gw |h 0 | ||
| 999 | f | f | |i 434e46e1-bf4f-5f82-9660-30f836cb69ec |s 4d718630-b30c-5433-848c-1d68a861c84c |t 0 |