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subject:"Großbritannien"
subject:"Volatilität"
~subject:"Bayesian inference"
~subject:"Zeitreihenanalyse"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Bayesian inference
Zeitreihenanalyse
Estimation theory
84
Schätztheorie
84
Theorie
44
Theory
44
Time series analysis
13
Schätzung
10
Estimation
8
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8
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3,472
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3,472
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1,960
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1,960
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1,922
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1,922
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242
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242
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176
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143
Collection of articles of several authors
59
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59
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44
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33
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33
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Sibbertsen, Philipp
3
Cron, Axel
2
Elagin, Mstislav
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Hildenbrand, Werner
2
Spokojnyj, Vladimir G.
2
Steland, Ansgar
2
Anderson, Heather M.
1
Arestis, Philip
1
Bianchi, Marco
1
Biefang-Frisancho Mariscal, Iris
1
Broze, Laurence
1
Chai, Gen-xiang
1
Christopeit, Norbert
1
Hagemann, Harald
1
Howells, Peter G. A.
1
King, Maxwell L.
1
Kneip, Alois
1
Li, Zhu-yu
1
Low, Chin Nam
1
Pawlak, Mirek
1
Rafajlowicz, Ewaryst
1
Scaillet, Olivier
1
Snyder, Ralph D.
1
Trautwein, Hans-Michael
1
Utikal, Klaus J.
1
Venetis, Ioannis
1
Wildi, Marc
1
Zakoïan, Jean-Michel
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Discussion paper / A
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
CORE discussion paper : DP
2
Discussion paper / B
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
1
Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
Saved in:
2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
3
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
4
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
5
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
6
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
Saved in:
7
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675715
Saved in:
8
Parameter estimation in time series analysis
Spokojnyj, Vladimir G.
-
2009
Persistent link: https://www.econbiz.de/10003823733
Saved in:
9
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
-
2008
Persistent link: https://www.econbiz.de/10003809691
Saved in:
10
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
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