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type:"book"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Theory"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
10
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10
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3
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Nielsen, Jens Perch
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
European University Institute / Department of Economics
20
Ekonomiska forskningsinstitutet <Stockholm>
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University of New England / Department of Econometrics
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Universität Basel / Institut für Statistik und Ökonometrie
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Centre for Microdata Methods and Practice <London>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
2
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
3
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
5
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
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