Smoothing Methods for Histogram-Valued Time Series: An Application to Value-at-Risk

  1. Arroyo, J.
  2. González-Rivera, G.
  3. Maté, C.
  4. San Roque, A.M.
Journal:
Statistical Analysis and Data Mining

ISSN: 1932-1872,  1932-1864

Year of publication: 2011

Volume: 4

Issue: 2

Pages: 216-228

Type: Article

DOI: 10.1002/SAM.10114 GOOGLE SCHOLAR
Data source: Scopus