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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~subject:"Multivariate Analyse"
~subject:"Nonparametric statistics"
~type_genre:"Forschungsbericht"
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Capital income
Zeitreihenanalyse
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Theorie
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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ECONIS (ZBW)
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ML-estimation of time series
Singer, Hermann
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2009
Persistent link: https://www.econbiz.de/10003876981
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2
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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3
NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar
-
2004
Persistent link: https://www.econbiz.de/10001982538
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4
A note on the Bickel-Rosenblatt test in autoregressive time series
Bachmann, Dirk
;
Dette, Holger
-
2004
Persistent link: https://www.econbiz.de/10001982715
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5
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
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6
Comparison of separable components in different samples
Neumeyer, Natalie
;
Sperlich, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001813127
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7
A power comparison between nonparametric regression tests
Zhang, Chunming
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001813298
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8
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
Saved in:
9
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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10
Robust filtering of time series with trends
Fried, Roland
-
2003
Persistent link: https://www.econbiz.de/10001813634
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