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subject:"Theorie"
~isPartOf:"CREATES research paper"
~subject:"Nichtparametrisches Verfahren"
~subject:"Robust statistics"
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Theorie
Nichtparametrisches Verfahren
Robust statistics
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theory
18
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Kristensen, Dennis
5
Cattaneo, Matias D.
4
Jansson, Michael
4
Crump, Richard K.
3
Kanaya, Shin
3
Santucci de Magistris, Paolo
3
Barndorff-Nielsen, Ole E.
2
Berenguer-Rico, Vanessa
2
Johansen, Søren
2
Kock, Anders Bredahl
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2
Nielsen, Morten Ørregaard
2
Podolskij, Mark
2
Rossi, Eduardo
2
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1
Bennedsen, Mikkel
1
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
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1
Corcuera, José Manual
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Dobrev, Dobrislav
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Gao, Jiti
1
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Kruse, Robinson
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1
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1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
145
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
87
Discussion paper series / IZA
83
SFB 649 discussion paper
59
Cowles Foundation discussion paper
56
Discussion papers of interdisciplinary research project 373
52
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper / Tinbergen Institute
39
KBI
36
Discussion paper / Center for Economic Research, Tilburg University
32
Econometrics papers
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30
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LSE STICERD Research Paper
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ECARES working paper
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Working papers / Rutgers University, Department of Economics
14
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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13
Finance and economics discussion series
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Boston College working papers in economics
11
CORE discussion papers : DP
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Journal of risk and financial management : JRFM
11
Working papers / Department of Economics, The Johns Hopkins University
11
Cahiers du Département d'Econométrie
10
ZEW discussion papers
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9
Memorandum / Department of Economics, University of Oslo
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ECONIS (ZBW)
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
4
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
5
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
6
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
-
2015
Persistent link: https://www.econbiz.de/10011387609
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
9
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
10
Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.
;
Jansson, Michael
-
2014
Persistent link: https://www.econbiz.de/10010394581
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