How computational statistics became the backbone of modern data science

James E. Gentle, Wolfgang Härdle and Yuichi Mori

No 2011-020, SFB 649 Discussion Papers from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Keywords: discrete time series models; continuous time diffusion models; models with jumps; stochastic volatility; GARCH (search for similar items in EconPapers)
JEL-codes: C15 (search for similar items in EconPapers)
Date: 2011
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