Overview

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.

Full Product Details

9783319845388

Table of Contents

Reviews

Author Information

Dietmar Ferger is a Professor at the Institute of Mathematical Stochastics, TU Dresden, Germany. Wenceslao González Manteiga is a Professor at the Department of Statistics and Operations Research, University of Santiago de Compostela, Spain. Thorsten Schmidt is a Professor at the Department of Mathematical Stochastics, University of Freiburg, Germany. Jane-Ling Wang is Distinguished Professor at the Department of Statistics, University of California, Davis, USA.

Tab Content 6

Customer Reviews

Recent Reviews

Countries Available