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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Härdle, Wolfgang"
~person:"White, Halbert"
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Schätzung
Statistical theory
Börsenkurs
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Entropie
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Estimation
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Estimation theory
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Kullback-Leibler divergence
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Martingal
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Pricing kernel
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Schätztheorie
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ill-posed problems
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Härdle, Wolfgang
White, Halbert
Belomestny, Denis
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International journal of theoretical and applied finance
SFB 649 discussion paper
8
Journal of econometrics
4
Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Quantitative economics : QE ; journal of the Econometric Society
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Discussion paper series / LSE Financial Markets Group
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Econometrics : open access journal
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Journal of forecasting
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Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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