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isPartOf:"Working paper series / Australian Graduate School of Management, the University of New South Wales"
type:"book"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Monte Carlo simulation"
~subject:"Statistische Verteilung"
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Monte Carlo simulation
Statistische Verteilung
Estimation theory
237
Schätztheorie
237
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
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ARCH model
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ARCH-Modell
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Estimation
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Schätzung
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Chaos theory
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Markov chain
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Markov-Kette
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Probability theory
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Wahrscheinlichkeitsrechnung
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Bayes-Statistik
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Bayesian inference
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Monte-Carlo-Simulation
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Risikomaß
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Butucea, Cristina
2
Dabo-Niang, Sophie
2
Lardjane, Salim
2
Bertail, Patrice
1
Casella, George
1
Coudin, Elise
1
Cressie, Noel A. C.
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Dufour, Jean-Marie
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Francq, Christian
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Hong, Han
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Kaiser, Mark S.
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Kappus, Johanna
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Lee, Jae-hyung
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Lieberman, Offer
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Lopez, Olivier
1
Mabon, Gwennae͏̈lle
1
Neumann, Michael H.
1
Politis, Dimitris N.
1
Robert, Christian P.
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Scaillet, Olivier
1
Tamer, Elie T.
1
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Working paper series / Australian Graduate School of Management, the University of New South Wales
Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
34
CEMMAP working papers / Centre for Microdata Methods and Practice
28
Discussion paper / Center for Economic Research, Tilburg University
17
Discussion paper series / IZA
16
NBER Working Paper
16
Working paper / National Bureau of Economic Research, Inc.
14
Working paper
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Discussion papers of interdisciplinary research project 373
11
ECARES working paper
11
NBER working paper series
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working papers / TSE : WP
11
KBI
10
Cowles Foundation discussion paper
9
IZA Discussion Paper
9
Mathematics Preprint Archive
9
Finance and economics discussion series
8
Report / Econometric Institute, Erasmus University Rotterdam
8
CREATES research paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
SFB 649 discussion paper
7
Working papers
7
Cahiers du Département d'Econométrie
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Cambridge working papers in economics
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NBER technical working paper series
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Staff reports / Federal Reserve Bank of New York
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CORE discussion paper : DP
5
CentER Discussion Paper Series
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Center for Policy Research Working Paper
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Discussion paper / Deutsche Bundesbank
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Economics discussion papers
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LSE STICERD Research Paper
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Technical working paper / National Bureau of Economic Research
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Warwick economic research papers
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Adaptive density estimation in deconvolution problems with unknown error distribution
Kappus, Johanna
;
Mabon, Gwennae͏̈lle
-
2013
Persistent link: https://www.econbiz.de/10010342689
Saved in:
2
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
3
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
4
On the estimation of the joint distribution in regression models with censored responses
Lopez, Olivier
-
2007
Persistent link: https://www.econbiz.de/10003592151
Saved in:
5
Optimal speed nonparametric density estimation for one-dimensional dynamical systems
Lardjane, Salim
-
2002
Persistent link: https://www.econbiz.de/10001680694
Saved in:
6
Nonparametric density and regression estimation for nonmixing stochastic processes
Lardjane, Salim
-
2002
Persistent link: https://www.econbiz.de/10001720893
Saved in:
7
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
8
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
Saved in:
9
Densitiy estimation in a separable metric space
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001640928
Saved in:
10
Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001577407
Saved in:
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