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Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin >
SFB 649 Discussion Papers, HU Berlin >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/56645
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Gentle, James E. | | en_US |
| dc.contributor.author | | Härdle, Wolfgang Karl | | en_US |
| dc.contributor.author | | Mori, Yuichi | | en_US |
| dc.date.accessioned | | 2011-05-04 | | en_US |
| dc.date.accessioned | | 2012-04-05T16:12:45Z | | - |
| dc.date.available | | 2012-04-05T16:12:45Z | | - |
| dc.date.issued | | 2011 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/56645 | | - |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | SFB 649, Economic Risk Berlin | | en_US |
| dc.relation.ispartofseries | | SFB 649 discussion paper 2011-020 | | en_US |
| dc.subject.jel | | C15 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | discrete time series models | | en_US |
| dc.subject.keyword | | continuous time diffusion models | | en_US |
| dc.subject.keyword | | models with jumps | | en_US |
| dc.subject.keyword | | stochastic volatility | | en_US |
| dc.subject.keyword | | GARCH | | en_US |
| dc.subject.stw | | Statistische Methodenlehre | | en_US |
| dc.subject.stw | | Computergestütztes Verfahren | | en_US |
| dc.title | | How computational statistics became the backbone of modern data science | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 657136824 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | SFB 649 Discussion Papers, HU Berlin
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