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, Volume 19, Issue 1, pp 43–45 | Cite as

Comments on: Dynamic relations for sparsely sampled Gaussian processes

  • Wenceslao González-ManteigaEmail author
  • Adela Martínez-Calvo
Discussion

Keywords

Springer Series Functional Data Analysis Bandwidth Selector Functional Linear Model Rational Option Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654 CrossRefGoogle Scholar
  2. Ferraty F, Vieu P (2006) Nonparametric functional data analysis: theory and practice. Springer, New York zbMATHGoogle Scholar
  3. Hall P, Müller HG, Yao F (2009) Estimation of functional derivatives. Ann Stat 37(6A):3307–3329 zbMATHCrossRefGoogle Scholar
  4. Merton RC (1973) Theory of rational option pricing. Bell J Econ Manag Sci 4(1):141–183 CrossRefMathSciNetGoogle Scholar
  5. Ramsay JO, Silverman BW (1997) Functional data analysis. Springer series in statistics. Springer, New York zbMATHGoogle Scholar
  6. Ramsay JO, Silverman BW (2002) Applied functional data analysis. Methods and case studies. Springer series in statistics. Springer, New York zbMATHCrossRefGoogle Scholar
  7. Ramsay JO, Silverman BW (2005) Functional data analysis, 2nd edn. Springer series in statistics. Springer, New York Google Scholar

Copyright information

© Sociedad de Estadística e Investigación Operativa 2009

Authors and Affiliations

  • Wenceslao González-Manteiga
    • 1
    Email author
  • Adela Martínez-Calvo
    • 1
  1. 1.Department of Statistics and Operations ResearchUniversity of Santiago de CompostelaA CoruñaSpain

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