LIBROS DEL AUTOR: xiaodong jin

1 resultados para LIBROS DEL AUTOR: xiaodong jin

xiaodong jin Eliminar filtro Quitar filtros
  • Kernel Methods and Estimation of Extreme Value Index
    Xiaodong Jin
    This book is a blend of rigorous probability theories and interesting statistical methodologies. It contains two parts. In Part I we propose two new asymmetric kernels called Birnbaum-Saunders and Lognormal kernels. These two kernels can be applied to the estimation of the probability density functions of ultra-high frequency financial data. In Part II we study in detail the do...
    Disponible

    83,75 €