Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/56645 
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dc.contributor.authorGentle, James E.en
dc.contributor.authorHärdle, Wolfgang Karlen
dc.contributor.authorMori, Yuichien
dc.date.accessioned2011-05-04-
dc.date.accessioned2012-04-05T16:12:45Z-
dc.date.available2012-04-05T16:12:45Z-
dc.date.issued2011-
dc.identifier.urihttp://hdl.handle.net/10419/56645-
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |cBerlinen
dc.relation.ispartofseries|aSFB 649 Discussion Paper |x2011-020en
dc.subject.jelC15en
dc.subject.ddc330en
dc.subject.keyworddiscrete time series modelsen
dc.subject.keywordcontinuous time diffusion modelsen
dc.subject.keywordmodels with jumpsen
dc.subject.keywordstochastic volatilityen
dc.subject.keywordGARCHen
dc.subject.stwStatistische Methodenlehreen
dc.subject.stwComputergestütztes Verfahrenen
dc.titleHow computational statistics became the backbone of modern data science-
dc.typeWorking Paperen
dc.identifier.ppn657136824en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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