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subject:"Core"
subject:"Nonparametric statistics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Härdle, Wolfgang"
~subject:"Time series analysis"
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Nonparametric statistics
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Börsenkurs
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Entropie
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Estimation
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Estimation theory
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Kullback-Leibler divergence
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Martingal
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Härdle, Wolfgang
Belomestny, Denis
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International journal of theoretical and applied finance
SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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CORE discussion paper : DP
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Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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