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subject:"Nonparametric statistics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~person:"Linton, Oliver"
~subject:"Kernel estimator"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Kernel estimator
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Time series analysis
7
Nichtparametrisches Verfahren
6
Estimation
5
Schätzung
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Börsenkurs
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Aktienmarkt
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locally stationary process
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series estimator
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Induktive Statistik
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Forbes, Catherine Scipione
Linton, Oliver
Gao, Jiti
48
Peng, Bin
15
Hyndman, Rob J.
13
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
8
Cheng, Tingting
6
Yan, Yayi
6
Zhang, Xibin
6
Gong, Xiaodong
5
Yang, Yanrong
5
Frazier, David T.
4
Li, Degui
4
Athanasopoulos, George
3
Cai, Biqing
3
Grose, Simone D.
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Koo, Bonsoo
3
Liu, Fei
3
Nadarajah, K.
3
Pan, Guangming
3
Silvapulle, Mervyn J.
3
Tjostheim, Dag
3
Vahid, Farshid
3
Zhang, Lina
3
Zhao, Xueyan
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Bergmeir, Christoph
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Dokumentov, Alexander
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Donga, Chaohua
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Feng, Guohua
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Harris, David
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Hong, Han
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Jiang, Bin
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Kew, Hsein
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King, Maxwell L.
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Liang, Xuan
2
Maneesoonthorn, Worapree
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Panagiotelis, Anastasios
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Journal of econometrics
17
Cambridge working papers in economics
12
Econometric theory
10
Econometrics papers
7
Cambridge-INET working papers
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Cowles Foundation discussion paper
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Discussion paper / LSE Financial Markets Group
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
3
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
4
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
5
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2017
Persistent link: https://www.econbiz.de/10011782105
Saved in:
6
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
7
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
8
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
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