-
1
-
-
84868932629
-
-
ARAUJO, A. and GINÉ, E. (1980). The Central Limit Theorem for Real and Banach Valued Random Variables. Wiley, New York. MR0576407
-
ARAUJO, A. and GINÉ, E. (1980). The Central Limit Theorem for Real and Banach Valued Random Variables. Wiley, New York. MR0576407
-
-
-
-
2
-
-
0001181674
-
Principal components of sampled functions
-
MR0848110
-
BESSE, P. and RAMSAY, J. (1986). Principal components of sampled functions. Psychometrika 51 285-311. MR0848110
-
(1986)
Psychometrika
, vol.51
, pp. 285-311
-
-
BESSE, P.1
RAMSAY, J.2
-
3
-
-
85015692260
-
The pricing of options and corporate liabilities
-
BLACK, F. and SCHOLES, M. (1973). The pricing of options and corporate liabilities. J. Political Economy 81 637-654.
-
(1973)
J. Political Economy
, vol.81
, pp. 637-654
-
-
BLACK, F.1
SCHOLES, M.2
-
4
-
-
0000957849
-
Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
-
MR0650934
-
DAUXOIS, J., POUSSE, A. and ROMAIN, Y. (1982). Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference. J. Multivariate Anal. 12 136-154. MR0650934
-
(1982)
J. Multivariate Anal
, vol.12
, pp. 136-154
-
-
DAUXOIS, J.1
POUSSE, A.2
ROMAIN, Y.3
-
5
-
-
84868934240
-
-
FENGLER, M. (2005a). Arbitrage-free smoothing of the implied volatility surface. SFB 649 Discussion Paper No. 2005-019, SFB 649, Humboldt-Universität zu Berlin.
-
FENGLER, M. (2005a). Arbitrage-free smoothing of the implied volatility surface. SFB 649 Discussion Paper No. 2005-019, SFB 649, Humboldt-Universität zu Berlin.
-
-
-
-
6
-
-
65349140306
-
-
FENGLER, M. (2005b). Semiparametric Modeling of Implied Volatility. Springer, Berlin. MR2183565
-
FENGLER, M. (2005b). Semiparametric Modeling of Implied Volatility. Springer, Berlin. MR2183565
-
-
-
-
7
-
-
3943100672
-
The dynamics of implied volatilities: A common principle components approach
-
FENGLER, M., HÄRDLE, W. andVILLA, P. (2003). The dynamics of implied volatilities: A common principle components approach. Rev. Derivative Research 6 179-202.
-
(2003)
Rev. Derivative Research
, vol.6
, pp. 179-202
-
-
FENGLER, M.1
HÄRDLE, W.2
andVILLA, P.3
-
8
-
-
34047220176
-
A dynamic semiparametric factor model for implied volatility string dynamics
-
FENGLER, M., HÄRDLE, W. and MAMMEN, E. (2007). A dynamic semiparametric factor model for implied volatility string dynamics. Financial Econometrics 5 189-218.
-
(2007)
Financial Econometrics
, vol.5
, pp. 189-218
-
-
FENGLER, M.1
HÄRDLE, W.2
MAMMEN, E.3
-
9
-
-
65349173246
-
-
FERRATY, F. and VIEU, P. (2006). Nonparametric Functional Data Analysis. Springer, New York. MR2229687
-
FERRATY, F. and VIEU, P. (2006). Nonparametric Functional Data Analysis. Springer, New York. MR2229687
-
-
-
-
10
-
-
65349092197
-
-
FLURY, B. (1988). Common Principal Components and Related Models. Wiley, New York. MR0986245
-
FLURY, B. (1988). Common Principal Components and Related Models. Wiley, New York. MR0986245
-
-
-
-
11
-
-
65349173856
-
-
GIHMAN, I. I. and SKOROHOD, A. V. (1973). The Theory of Stochastic Processes. II. Springer, New York. MR0375463
-
GIHMAN, I. I. and SKOROHOD, A. V. (1973). The Theory of Stochastic Processes. II. Springer, New York. MR0375463
-
-
-
-
12
-
-
33645039219
-
On properties of functional principal components analysis
-
MR2212577
-
HALL, P. and HOSSEINI-NASAB, M. (2006). On properties of functional principal components analysis. J. Roy. Statist. Soc. Ser. B 68 109-126. MR2212577
-
(2006)
J. Roy. Statist. Soc. Ser. B
, vol.68
, pp. 109-126
-
-
HALL, P.1
HOSSEINI-NASAB, M.2
-
13
-
-
33747153005
-
Properties of principal components methods for functional and longitudinal data analysis
-
MR2278365
-
HALL, P., MÜLLER, H. G. andWANG, J. L. (2006). Properties of principal components methods for functional and longitudinal data analysis. Ann. Statist. 34 1493-1517. MR2278365
-
(2006)
Ann. Statist
, vol.34
, pp. 1493-1517
-
-
HALL, P.1
MÜLLER, H.G.2
andWANG, J.L.3
-
14
-
-
77956889318
-
Asymptotically optimal difference-based estimation of variance in nonparametric regression
-
MR1087842
-
HALL, P., KAY, J. W. and TITTERINGTON, D. M. (1990). Asymptotically optimal difference-based estimation of variance in nonparametric regression. Biometrika 77 520-528. MR1087842
-
(1990)
Biometrika
, vol.77
, pp. 520-528
-
-
HALL, P.1
KAY, J.W.2
TITTERINGTON, D.M.3
-
15
-
-
65349194088
-
-
HAFNER, R. (2004). Stochastic Implied Volatility. Springer, Berlin. MR2090447
-
HAFNER, R. (2004). Stochastic Implied Volatility. Springer, Berlin. MR2090447
-
-
-
-
16
-
-
84892246737
-
-
HÄRDLE, W. and SIMAR, L. (2003). Applied Multivariate Statistical Analysis. Springer, Berlin. MR2061627
-
HÄRDLE, W. and SIMAR, L. (2003). Applied Multivariate Statistical Analysis. Springer, Berlin. MR2061627
-
-
-
-
17
-
-
33746453430
-
An arbitrage-free interpolation of volatilities
-
KAHALÉ, N. (2004). An arbitrage-free interpolation of volatilities. Risk 17 102-106.
-
(2004)
Risk
, vol.17
, pp. 102-106
-
-
KAHALÉ, N.1
-
18
-
-
1542678851
-
Inference for density families using functional principal components analysis
-
MR1946423
-
KNEIP, A. and UTIKAL, K. (2001). Inference for density families using functional principal components analysis. J. Amer. Statist. Assoc. 96 519-531. MR1946423
-
(2001)
J. Amer. Statist. Assoc
, vol.96
, pp. 519-531
-
-
KNEIP, A.1
UTIKAL, K.2
-
19
-
-
0000072173
-
Robust principal component analysis for functional data
-
MR1707596
-
LACANTORE, N., MARRON, J. S., SIMPSON, D. G., TRIPOLI, N., ZHANG, J. T. and COHEN, K. L. (1999). Robust principal component analysis for functional data. Test 8 1-73. MR1707596
-
(1999)
Test
, vol.8
, pp. 1-73
-
-
LACANTORE, N.1
MARRON, J.S.2
SIMPSON, D.G.3
TRIPOLI, N.4
ZHANG, J.T.5
COHEN, K.L.6
-
20
-
-
0001919174
-
Some properties of smoothed principal components analysis for functional data
-
MR1220336
-
PEZZULLI, S. D. and SILVERMAN, B. (1993). Some properties of smoothed principal components analysis for functional data. Comput. Statist. 8 1-16. MR1220336
-
(1993)
Comput. Statist
, vol.8
, pp. 1-16
-
-
PEZZULLI, S.D.1
SILVERMAN, B.2
-
21
-
-
0001501999
-
Some tools for functional data analysis (with discussion)
-
MR1125714
-
RAMSAY, J. O. and DALZELL, C. J. (1991). Some tools for functional data analysis (with discussion). J. Roy. Statist. Soc. Ser. B 53 539-572. MR1125714
-
(1991)
J. Roy. Statist. Soc. Ser. B
, vol.53
, pp. 539-572
-
-
RAMSAY, J.O.1
DALZELL, C.J.2
-
22
-
-
65349112735
-
-
RAMSAY, J. and SILVERMAN, B. (2002). Applied Functional Data Analysis. Springer, New York. MR1910407
-
RAMSAY, J. and SILVERMAN, B. (2002). Applied Functional Data Analysis. Springer, New York. MR1910407
-
-
-
-
23
-
-
65349160568
-
-
RAMSAY, J. and SILVERMAN, B. (2005). Functional Data Analysis. Springer, New York. MR2168993
-
RAMSAY, J. and SILVERMAN, B. (2005). Functional Data Analysis. Springer, New York. MR2168993
-
-
-
-
24
-
-
0002289285
-
Some statistical methods for comparison of growth curves
-
RAO, C. (1958). Some statistical methods for comparison of growth curves. Biometrics 14 1-17.
-
(1958)
Biometrics
, vol.14
, pp. 1-17
-
-
RAO, C.1
-
25
-
-
0001597980
-
Estimating the mean and covariance structure nonparametrically when the data are curves
-
MR1094283
-
RICE, J. and SILVERMAN, B. (1991). Estimating the mean and covariance structure nonparametrically when the data are curves. J. Roy. Statist. Soc. Ser. B 53 233-243. MR1094283
-
(1991)
J. Roy. Statist. Soc. Ser. B
, vol.53
, pp. 233-243
-
-
RICE, J.1
SILVERMAN, B.2
-
26
-
-
0030537857
-
Smoothed functional principal components analysis by choice of norm
-
MR1389877
-
SILVERMAN, B. (1996). Smoothed functional principal components analysis by choice of norm. Ann. Statist. 24 1-24. MR1389877
-
(1996)
Ann. Statist
, vol.24
, pp. 1-24
-
-
SILVERMAN, B.1
-
27
-
-
0009607169
-
Asymptotic inference for eigenvectors
-
MR0619278
-
TYLER, D. E. (1981). Asymptotic inference for eigenvectors. Ann. Statist. 9 725-736. MR0619278
-
(1981)
Ann. Statist
, vol.9
, pp. 725-736
-
-
TYLER, D.E.1
-
28
-
-
19744375466
-
Functional data analysis for sparse longitudinal data
-
MR2160561
-
YAO, F., MÜLLER, H. G. andWANG, J. L. (2005). Functional data analysis for sparse longitudinal data. J. Amer. Statist. Assoc. 100 577-590. MR2160561
-
(2005)
J. Amer. Statist. Assoc
, vol.100
, pp. 577-590
-
-
YAO, F.1
MÜLLER, H.G.2
andWANG, J.L.3
|