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subject:"Nonparametric statistics"
language:"eng"
~subject:"Volatilität"
~type_genre:"Government document"
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
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2
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
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3
Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001421287
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4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
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