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subject:"Probability theory"
subject:"Time series analysis"
~person:"Nelson, Daniel B."
~subject:"1928-1990"
~subject:"Multivariate Analyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
1928-1990
Multivariate Analyse
Estimation theory
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3
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ARCH-Modell
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Nelson, Daniel B.
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
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Lütkepohl, Helmut
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Franses, Philip Hans
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Härdle, Wolfgang
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Teräsvirta, Timo
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Sibbertsen, Philipp
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Lucas, André
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Gouriéroux, Christian
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Kapetanios, George
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Hyndman, Rob J.
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Peng, Bin
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Pesaran, M. Hashem
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Swanson, Norman R.
13
Gómez, Víctor
11
Koop, Gary
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Ooms, Marius
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Sentana, Enrique
11
Dijk, Herman K. van
10
Fiorentini, Gabriele
10
Kleibergen, Frank
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Linton, Oliver
10
McAleer, Michael
10
Nielsen, Bent
10
Shephard, Neil G.
10
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Croux, Christophe
9
Dong, Chaohua
9
Haan, Laurens de
9
Martin, Gael M.
9
Mélard, Guy
9
Schlicht, Ekkehart
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ECONIS (ZBW)
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000920888
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Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
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3
Asymptotic filtering theory for univariate ARCH models
Nelson, Daniel B.
;
Foster, Dean P.
-
1992
Persistent link: https://www.econbiz.de/10000849715
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