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From Statistics to Mathematical Finance

Festschrift in Honour of Winfried Stute
BuchGebunden
440 Seiten
Englisch
Springererschienen am08.11.20171st ed. 2017
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.mehr
Verfügbare Formate
BuchKartoniert, Paperback
EUR128,39
BuchGebunden
EUR128,39
E-BookPDF1 - PDF WatermarkE-Book
EUR117,69

Produkt

KlappentextThis 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.
Details
ISBN/GTIN978-3-319-50985-3
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2017
Erscheinungsdatum08.11.2017
Auflage1st ed. 2017
Seiten440 Seiten
SpracheEnglisch
Gewicht843 g
IllustrationenXIII, 440 p. 43 illus., 20 illus. in color.
Artikel-Nr.41614346

Inhalt/Kritik

Inhaltsverzeichnis
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.mehr

Schlagworte

Autor

Dietmar Ferger is a Professor at the Institute of Mathematical Stochastics, TU Dresden, Germany.

Wenceslao González Manteiga is a Professor at the Department of Statistics and Operations Research, University of Santiago de Compostela, Spain.

Thorsten Schmidt is a Professor at the Department of Mathematical Stochastics, University of Freiburg, Germany.



Jane-Ling Wang is Distinguished Professor at the Department of Statistics, University of California, Davis, USA.
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