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accessRights:"free"
subject:"USA"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
-
2004
Persistent link: https://www.econbiz.de/10001982629
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2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
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3
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
4
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
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Revision
Persistent link: https://www.econbiz.de/10001813124
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5
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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6
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
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7
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
8
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001788624
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9
An experiment to compare the combined array and the product array for robust parameter design
Kunert, Joachim
;
Auer, Corinna
;
Erdbrügge, Martina
; …
-
2003
Persistent link: https://www.econbiz.de/10001788637
Saved in:
10
Maximin and Bayesian optimal designs for regression models
Dette, Holger
;
Haines, Linda M.
;
Imhof, Lorens A.
-
2003
Persistent link: https://www.econbiz.de/10001788642
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