Dynamic nonparametric filtering with application to finance:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
WIAS
2003
|
| Series: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
845 |
| Physical Description: | 22 S. graph. Darst. : 30 cm |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV017544525 | ||
| 003 | DE-604 | ||
| 005 | 20040120 | ||
| 007 | t| | ||
| 008 | 030923s2003 gw d||| |||| 00||| eng d | ||
| 016 | 7 | |a 968649131 |2 DE-101 | |
| 035 | |a (OCoLC)76618319 | ||
| 035 | |a (DE-599)BVBBV017544525 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-355 | ||
| 100 | 1 | |a Cheng, Ming-Yen |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Dynamic nonparametric filtering with application to finance |c Ming-Yen Cheng ; Jianqing Fan ; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| 264 | 1 | |a Berlin |b WIAS |c 2003 | |
| 300 | |a 22 S. |b graph. Darst. : 30 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |v 845 | |
| 700 | 1 | |a Fan, Jianqing |e Verfasser |4 aut | |
| 700 | 1 | |a Spokojnyj, Vladimir G. |d 1959- |e Verfasser |0 (DE-588)114007985 |4 aut | |
| 810 | 2 | |a Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |t Preprint |v 845 |w (DE-604)BV009885922 |9 845 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-010562471 | |
Record in the Search Index
| _version_ | 1818958106631077888 |
|---|---|
| any_adam_object | |
| author | Cheng, Ming-Yen Fan, Jianqing Spokojnyj, Vladimir G. 1959- |
| author_GND | (DE-588)114007985 |
| author_facet | Cheng, Ming-Yen Fan, Jianqing Spokojnyj, Vladimir G. 1959- |
| author_role | aut aut aut |
| author_sort | Cheng, Ming-Yen |
| author_variant | m y c myc j f jf v g s vg vgs |
| building | Verbundindex |
| bvnumber | BV017544525 |
| ctrlnum | (OCoLC)76618319 (DE-599)BVBBV017544525 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01271nam a2200313 cb4500</leader><controlfield tag="001">BV017544525</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20040120 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">030923s2003 gw d||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">968649131</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)76618319</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV017544525</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cheng, Ming-Yen</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Dynamic nonparametric filtering with application to finance</subfield><subfield code="c">Ming-Yen Cheng ; Jianqing Fan ; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">WIAS</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">22 S.</subfield><subfield code="b">graph. Darst. : 30 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.</subfield><subfield code="v">845</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fan, Jianqing</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Spokojnyj, Vladimir G.</subfield><subfield code="d">1959-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)114007985</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.</subfield><subfield code="t">Preprint</subfield><subfield code="v">845</subfield><subfield code="w">(DE-604)BV009885922</subfield><subfield code="9">845</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010562471</subfield></datafield></record></collection> |
| id | DE-604.BV017544525 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T11:20:28Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010562471 |
| oclc_num | 76618319 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 22 S. graph. Darst. : 30 cm |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | WIAS |
| record_format | marc |
| series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Cheng, Ming-Yen Verfasser aut Dynamic nonparametric filtering with application to finance Ming-Yen Cheng ; Jianqing Fan ; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Berlin WIAS 2003 22 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 845 Fan, Jianqing Verfasser aut Spokojnyj, Vladimir G. 1959- Verfasser (DE-588)114007985 aut Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 845 (DE-604)BV009885922 845 |
| spellingShingle | Cheng, Ming-Yen Fan, Jianqing Spokojnyj, Vladimir G. 1959- Dynamic nonparametric filtering with application to finance |
| title | Dynamic nonparametric filtering with application to finance |
| title_auth | Dynamic nonparametric filtering with application to finance |
| title_exact_search | Dynamic nonparametric filtering with application to finance |
| title_full | Dynamic nonparametric filtering with application to finance Ming-Yen Cheng ; Jianqing Fan ; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_fullStr | Dynamic nonparametric filtering with application to finance Ming-Yen Cheng ; Jianqing Fan ; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_full_unstemmed | Dynamic nonparametric filtering with application to finance Ming-Yen Cheng ; Jianqing Fan ; Vladimir Spokoiny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_short | Dynamic nonparametric filtering with application to finance |
| title_sort | dynamic nonparametric filtering with application to finance |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT chengmingyen dynamicnonparametricfilteringwithapplicationtofinance AT fanjianqing dynamicnonparametricfilteringwithapplicationtofinance AT spokojnyjvladimirg dynamicnonparametricfilteringwithapplicationtofinance |