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subject:"Stochastischer Prozess"
type_genre:"Arbeitspapier"
~isPartOf:"Working papers series in theoretical and applied economics"
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Stochastischer Prozess
Estimation theory
36
Schätztheorie
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Estimation
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Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Time series analysis
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Causality analysis
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Kausalanalyse
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Statistical test
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Statistischer Test
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Structural break
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Autocorrelation
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Autokorrelation
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Dynamic financial network
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Modellierung
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Cai, Zongwu
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Ma, Chaoqun
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Mei, Hongwei
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Mi, Xianhua
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Working papers series in theoretical and applied economics
Discussion paper / Tinbergen Institute
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Working paper / Department of Econometrics and Business Statistics, Monash University
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A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
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Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
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