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subject:"Nonparametric statistics"
~isPartOf:"Cambridge working papers in economics"
~person:"Li, Degui"
~source:"econis"
~subject:"Core"
~subject:"VAR model"
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Nonparametric statistics
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VAR model
Estimation theory
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Nichtparametrisches Verfahren
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Li, Degui
Linton, Oliver
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Chen, Jia
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Srisuma, Sorawoot
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Bu, Ruijun
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Cambridge working papers in economics
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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