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subject:"Monte-Carlo-Simulation"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Li, Degui"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Zeitreihenanalyse
Estimation theory
8
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Time series analysis
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Li, Degui
Gao, Jiti
34
Hyndman, Rob J.
13
Peng, Bin
13
Martin, Gael M.
11
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
3
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
4
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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