LIBROS DEL AUTOR: hiroaki ogata

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  • Statistical Inference for Financial Engineering
    Hiroaki Ogata / Masanobu Taniguchi / Tomoyuki Amano
    ​This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introd...
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