Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/56645
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dc.contributor.authorGentle, James E.en_US
dc.contributor.authorHärdle, Wolfgang Karlen_US
dc.contributor.authorMori, Yuichien_US
dc.date.accessioned2011-05-04en_US
dc.date.accessioned2012-04-05T16:12:45Z-
dc.date.available2012-04-05T16:12:45Z-
dc.date.issued2011en_US
dc.identifier.urihttp://hdl.handle.net/10419/56645-
dc.language.isoengen_US
dc.publisher|aSFB 649, Economic Risk |cBerlinen_US
dc.relation.ispartofseries|aSFB 649 discussion paper |x2011-020en_US
dc.subject.jelC15en_US
dc.subject.ddc330en_US
dc.subject.keyworddiscrete time series modelsen_US
dc.subject.keywordcontinuous time diffusion modelsen_US
dc.subject.keywordmodels with jumpsen_US
dc.subject.keywordstochastic volatilityen_US
dc.subject.keywordGARCHen_US
dc.subject.stwStatistische Methodenlehreen_US
dc.subject.stwComputergestütztes Verfahrenen_US
dc.titleHow computational statistics became the backbone of modern data scienceen_US
dc.typeWorking Paperen_US
dc.identifier.ppn657136824en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

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