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subject:"Statistische Methodenlehre"
type_genre:"Non-commercial literature"
~isPartOf:"CAMA working paper series"
~subject:"Bayes-Statistik"
~subject:"Bootstrap-Verfahren"
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Statistische Methodenlehre
Bayes-Statistik
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Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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VAR model
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VAR-Modell
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Estimation
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Forecasting model
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Schätzung
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Bayesian inference
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Volatility
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Volatilität
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vector autoregression
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Statistical error
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Statistical inference
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Statistischer Fehler
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Stochastic process
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Stochastischer Prozess
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Zustandsraummodell
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automatic differentiation
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lag polynomial
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ARMA
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ARMA model
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ARMA-Modell
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Chan, Joshua
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Doko Tchatoka, Firmin
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Working paper / Department of Econometrics and Business Statistics, Monash University
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
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2020
Persistent link: https://www.econbiz.de/10012225075
Saved in:
2
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
4
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
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