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isPartOf:"Journal of the Royal Statistical Society"
subject:"Theorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of forecasting"
~subject:"Bootstrap approach"
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Theorie
Bootstrap approach
Estimation theory
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Steel, Mark F. J.
9
Kleijnen, Jack P. C.
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7
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6
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6
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5
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5
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4
Carroll, Raymond J.
4
Härdle, Wolfgang
4
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4
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4
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3
Hall, Peter
3
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3
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3
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3
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3
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3
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3
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2
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2
Raats, V. M.
2
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2
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2
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1
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437
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295
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243
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224
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157
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138
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124
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86
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70
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60
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59
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57
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54
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51
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50
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49
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47
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47
Europäische Hochschulschriften / 5
44
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44
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43
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
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37
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ECONIS (ZBW)
174
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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2
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
3
Estimating the variance of the predictor in stochastic Kriging
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
-
2015
Persistent link: https://www.econbiz.de/10011349889
Saved in:
4
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
5
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
6
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
7
A simple approximation to the convolution of gamma distributions
Stewart, Trevor
;
Strijbosch, Leo
;
Moors, Hans
; …
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003662060
Saved in:
8
Robust and efficient adaptive estimation of binary-choice regression models
Čížek, Pavel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483514
Saved in:
9
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
10
A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions
Kalwij, Adriaan S.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240124
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