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subject:"Großbritannien"
type_genre:"Forschungsbericht"
~subject:"France"
~subject:"Markov chain"
~subject:"Statistical theory"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Großbritannien
France
Markov chain
Statistical theory
Theorie
Estimation theory
84
Schätztheorie
84
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44
Time series analysis
13
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Yapar, Cemil
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Chai, Gen-xiang
2
Dette, Holger
2
Elagin, Mstislav
2
Hildenbrand, Werner
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Kneip, Alois
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Li, Zhu-yu
2
Spokojnyj, Vladimir G.
2
Utikal, Klaus J.
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Arestis, Philip
1
Argaç, Dog̃an
1
Auer, Corinna
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Bates, Donald M.
1
Bates, Douglas M.
1
Bengoechea, Pilar
1
Bianchi, Marco
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1
Biefang-Frisancho Mariscal, Iris
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Bunke, Olaf
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Droge, Bernd
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13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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9
CORE discussion paper : DP
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Arbeitspapiere zur mathematischen Wirtschaftsforschung
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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1
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1
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1
European economy
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European economy / Economic papers
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Forschungsbericht / Universität Dortmund, Fachbereich Statistik
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ECONIS (ZBW)
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1
A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
-
2004
Persistent link: https://www.econbiz.de/10001982629
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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
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3
A regime-switching regression model for hedge funds
Erlwein, Christina
;
Müller, Marlene
-
2011
Persistent link: https://www.econbiz.de/10009688313
Saved in:
4
Likelihood-based statistical estimation from quantized data
Vardeman, Stephen B.
;
Lee, Chiang-Sheng
-
2003
Persistent link: https://www.econbiz.de/10001901600
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5
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
6
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
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7
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
Saved in:
8
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
9
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
10
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001788624
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