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subject:"Share price"
subject:"United Kingdom"
~language:"eng"
~subject:"Probability theory"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Probability theory
Estimation theory
166
Schätztheorie
166
Theorie
147
Theory
147
Time series analysis
26
Zeitreihenanalyse
26
Statistical theory
10
Statistische Methodenlehre
10
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9
United States
9
Estimation
8
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8
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8
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8
Chaos theory
6
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6
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414
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Jasiak, Joann
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Jullien, Bruno
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Technical bulletin / United States Department of Agriculture, Economic Research Service
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ECONIS (ZBW)
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1
Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001577407
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2
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
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3
Nonparametric density estimation for deterministic dynamical systems
Lardjane, Salim
-
1999
Persistent link: https://www.econbiz.de/10001430382
Saved in:
4
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
5
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
6
Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno
;
Salanié, Bernard
-
1997
Persistent link: https://www.econbiz.de/10000975629
Saved in:
7
A practical technique to estimate multinomial probit models in transportation : computational details and an application to a disaggregate mode choice problem
Bolduc, Denis
-
1994
Persistent link: https://www.econbiz.de/10000890169
Saved in:
8
Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R.
-
1994
Persistent link: https://www.econbiz.de/10000895467
Saved in:
9
A single equation approach to estimating nonstationary Markov matrices : the case of US agriculture, 1974 - 78
Peterson, R. Neal
-
1990
-
Reprod
Persistent link: https://www.econbiz.de/10000886595
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