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subject:"Zeitreihenanalyse"
type:"book"
~subject:"Geldpolitik"
~subject:"Wirtschaftswachstum"
~type_genre:"Forschungsbericht"
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Zeitreihenanalyse
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ECONIS (ZBW)
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A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592510
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2
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
Saved in:
3
ML-estimation of time series
Singer, Hermann
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2009
Persistent link: https://www.econbiz.de/10003876981
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4
Incorporating a tracking signal into state space models for exponential smoothing
Snyder, Ralph D.
;
Koehler, Anne B.
-
2006
Persistent link: https://www.econbiz.de/10003365310
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5
NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar
-
2004
Persistent link: https://www.econbiz.de/10001982538
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6
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
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7
Robust filtering of time series with trends
Fried, Roland
-
2003
Persistent link: https://www.econbiz.de/10001813634
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8
HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf
-
2003
Persistent link: https://www.econbiz.de/10001916069
Saved in:
9
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
10
Latent variable analysis and partial correlation graphs for multivariate time series
Fried, Roland
;
Didelez, Vanessa
-
2003
Persistent link: https://www.econbiz.de/10001788629
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