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subject:"Nonparametric statistics"
type_genre:"Graue Literatur"
~isPartOf:"Série des documents de travail"
~subject:"Volatilität"
~type_genre:"Fallstudie"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Volatilität
Estimation theory
40
Schätztheorie
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Time series analysis
12
Zeitreihenanalyse
12
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Regression analysis
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Regressionsanalyse
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Estimation
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Nichtparametrisches Verfahren
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Stochastic process
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Stochastischer Prozess
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Consistency
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Composite Likelihood
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Induktive Statistik
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Markov chain
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Markov-Kette
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Pseudo Maximum Likelihood
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Schock
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Shock
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State space model
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Statistical inference
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VAR-Modell
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Volatility
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Asymptotic Single Risk Factor
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Autocorrelation
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Autokorrelation
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Bayes-Statistik
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Navarro, Fabien
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Derumigny, Alexis
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Gouriéroux, Christian
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Saumard, Adrien
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Chesneau, Christophe
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El Kolei, Salima
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Guyonvarch, Yannick
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Lu, Yang
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CEMMAP working papers / Centre for Microdata Methods and Practice
120
Discussion paper / Tinbergen Institute
52
Discussion papers of interdisciplinary research project 373
47
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
SFB 649 discussion paper
36
Discussion paper series / IZA
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Cowles Foundation discussion paper
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Center for Economic Research, Tilburg University
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9
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ECONIS (ZBW)
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On the construction of confidence intervals for ratios of expectations
Derumigny, Alexis
;
Girard, Lucas
;
Guyonvarch, Yannick
-
2019
Persistent link: https://www.econbiz.de/10012237309
Saved in:
2
About Kendall's regression
Derumigny, Alexis
;
Fermanian, Jean-David
-
2018
Persistent link: https://www.econbiz.de/10012201098
Saved in:
3
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
4
Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis
;
Trabs, Mathias
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012198572
Saved in:
5
Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise
Butucea, Cristina
;
Guta, Madalin
;
Nussbaum, Michael
-
2017
Persistent link: https://www.econbiz.de/10012198585
Saved in:
6
Efficiency of the V-fold model selection for localized bases
Navarro, Fabien
;
Saumard, Adrien
-
2017
Persistent link: https://www.econbiz.de/10012200011
Saved in:
7
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
8
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
Navarro, Fabien
;
Saumard, Adrien
-
2017
Persistent link: https://www.econbiz.de/10012200026
Saved in:
9
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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