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subject:"Geldnachfrage"
subject:"Großbritannien"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Robust statistics"
~subject:"Stochastischer Prozess"
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Geldnachfrage
Großbritannien
Robust statistics
Stochastischer Prozess
Estimation theory
85
Schätztheorie
85
Theorie
83
Theory
83
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
19
Regressionsanalyse
19
Time series analysis
17
Zeitreihenanalyse
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Estimation
12
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Stochastic process
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Statistical test
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Statistischer Test
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Markov chain
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Markov-Kette
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USA
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United States
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Lag model
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Robustes Verfahren
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Bootstrap-Verfahren
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Capital income
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Working Paper
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English
21
Author
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Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Rieder, Helmut
3
Härdle, Wolfgang
2
Vasiliev, Vjatscheslav A.
2
Benkwitz, Alexander
1
Breitung, Jörg
1
Candelon, Bertrand
1
Dankenbring, Henning
1
Genon-Catalot, Valentine
1
Guščin, Aleksandr A.
1
Herwartz, Helmut
1
Hlávka, Zdeněk
1
Horst, Ulrich
1
Kohl, Matthias
1
Kutoyants, Yu. A.
1
Laredo, Catherine
1
Lillestøl, Jostein
1
Liptser, R.
1
Lütkepohl, Helmut
1
Mercurio, Danilo
1
Moersch, Mathias
1
Nautz, Dieter
1
Nussbaum, Michael
1
Reiss, Markus
1
Ruckdeschel, Peter
1
Teyssière, Gilles
1
Tschernig, Rolf
1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
31
European journal of operational research : EJOR
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Econometric theory
26
Discussion paper / Tinbergen Institute
25
Econometric reviews
22
Journal of applied econometrics
21
KBI
21
Discussion papers of interdisciplinary research project 373
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
CREATES research paper
18
Economic modelling
18
Journal of the American Statistical Association : JASA
18
NBER Working Paper
18
NBER working paper series
18
Cowles Foundation discussion paper
15
Cahiers du Département d'Econométrie
14
Discussion paper
14
Insurance / Mathematics & economics
13
Operations research
13
Oxford bulletin of economics and statistics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The econometrics journal
13
Discussion paper / Center for Economic Research, Tilburg University
12
Journal of empirical finance
12
Mathematics of operations research
12
Operations research letters
12
Computational economics
11
International journal of production research
11
Journal of banking & finance
11
Journal of financial econometrics
11
SFB 649 discussion paper
11
Working paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
Finance research letters
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Stability of linear stochastic difference equations in controlled random environments
Horst, Ulrich
-
2002
Persistent link: https://www.econbiz.de/10001719907
Saved in:
3
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
4
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
5
The costs of not knowing the radius
Rieder, Helmut
;
Kohl, Matthias
;
Ruckdeschel, Peter
-
2001
Persistent link: https://www.econbiz.de/10001630100
Saved in:
6
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
7
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
8
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
9
Neighborhoods as nuisance parameters? : Robustness vs. semiparametrics ; (new version)
Rieder, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485390
Saved in:
10
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
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