Nonparametric Prediction: Some Selected Topics

Authors	D. Zerom Godefay
Supervisors	J.G. de Gooijer
Award date	15-05-2002
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type	PhD thesis
Note	Research conducted at: UvA FEE
Language	English
Downloads	Thesis Cover Titlepage Acknowledgments Contents Chapter 1 Introduction Chapter 2 Nonparametric Prediction of Financial Time Series: An application to U.S. short-term interest rate Chapter 3 Nonparametric Estimation of Conditional Densities Chapter 4 Additive Conditional Quantiles Chapter 5 Multi-stage Conditional Quantile Prediction Chapter 6 Multivariate Conditional Quantile Prediction Chapter 7 Summary References Samenvatting (summary in Dutch) Stellingen Cover
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