Kernel density estimation for time series data

International Journal of Forecasting

Volumn 28, Issue 1, 2012, Pages 3-14

  Harvey, Andrew ^a   Oryshchenko, Vitaliy ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Exponential smoothing; Probability integral transform; Signal extraction; Stock returns; Time varying quantiles

Indexed keywords

EID: 84155189822     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2011.02.016     Document Type: Article

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