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type:"book"
type_genre:"Amtsdruckschrift"
~person:"Broze, Laurence"
~person:"Lieberman, Offer"
~type_genre:"Forschungsbericht"
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Estimation theory
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Broze, Laurence
Lieberman, Offer
Robert, Christian P.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
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1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001355613
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2
An [alpha]-level adaptive test for regression models via regressogram selection
Guerre, Emmanuel
;
Lieberman, Offer
-
1999
Persistent link: https://www.econbiz.de/10001391211
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3
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001396408
Saved in:
4
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
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5
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
Saved in:
6
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
7
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
-
1993
Persistent link: https://www.econbiz.de/10000875390
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