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subject:"Simulation"
subject:"Theory"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Nichtparametrisches Verfahren"
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Simulation
Theory
Nichtparametrisches Verfahren
Estimation theory
137
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137
Time series analysis
59
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59
Nonparametric statistics
19
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18
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18
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Kristensen, Dennis
5
Cattaneo, Matias D.
4
Jansson, Michael
4
Crump, Richard K.
3
Kanaya, Shin
3
Santucci de Magistris, Paolo
3
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2
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2
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2
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2
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2
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1
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1
Bu, Ruijun
1
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1
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1
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1
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1
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1
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1
Dobrev, Dobrislav
1
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1
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1
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1
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1
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1
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1
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1
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1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
145
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
70
SFB 649 discussion paper
58
Cowles Foundation discussion paper
52
Discussion papers of interdisciplinary research project 373
50
Discussion paper / Tinbergen Institute
44
Working paper / National Bureau of Economic Research, Inc.
44
Working paper / Department of Econometrics and Business Statistics, Monash University
43
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30
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29
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29
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27
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24
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14
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13
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11
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11
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10
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9
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ECONIS (ZBW)
33
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
3
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
4
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
5
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
-
2015
Persistent link: https://www.econbiz.de/10011387609
Saved in:
6
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
7
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
8
Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.
;
Jansson, Michael
-
2014
Persistent link: https://www.econbiz.de/10010394581
Saved in:
9
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
10
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
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