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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~type_genre:"Forschungsbericht"
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Schätzung
Zeitreihenanalyse
Estimation theory
31
Schätztheorie
31
Theorie
10
Theory
10
Regression analysis
6
Regressionsanalyse
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
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Time series analysis
5
Estimation
4
Statistical test
3
Statistischer Test
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Control Charts
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Deutschland
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EWMA
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Financial market
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Finanzmarkt
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Germany
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Prognoseverfahren
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Sequential test
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Sequentialtest
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Volatility
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Volatilität
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Wirtschaftsstatistik
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1965-1992
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Analysis of variance
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Applied statistics
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Arbeitskampf
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Bootstrap approach
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Bootstrap-Verfahren
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Börsenkurs
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Capital income
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Correlation
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Frühindikator
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Großbritannien
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Forschungsbericht
Arbeitspapier
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English
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Sibbertsen, Philipp
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Steland, Ansgar
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Anderson, Heather M.
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Fried, Roland
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Lee, Chiang-Sheng
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Lieberman, Offer
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Low, Chin Nam
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Pawlak, Mirek
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Working paper / Department of Econometrics and Business Statistics, Monash University
CORE discussion paper : DP
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Discussion paper / A
2
Discussion paper / B
2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
1
Hohenheim discussion papers in business, economics and social sciences
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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
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2
Likelihood-based statistical estimation from quantized data
Vardeman, Stephen B.
;
Lee, Chiang-Sheng
-
2003
Persistent link: https://www.econbiz.de/10001901600
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
An investigation of humus disintegration by spatial-temporal regression analysis
Fried, Roland
-
2003
Persistent link: https://www.econbiz.de/10001813114
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5
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
6
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
7
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
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8
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
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