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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Working paper"
~person:"Shi, Shuping"
~subject:"Nonparametric statistics"
~subject:"Statistical test"
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Probability theory
Statistische Methodenlehre
Nonparametric statistics
Statistical test
Estimation theory
2
Schätztheorie
2
Capital income
1
Change-of-frequency
1
Disjoint confidence sets
1
Fractional Brownian motion
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Fractional Gaussian noise
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Handelsvolumen der Börse
1
Induktive Statistik
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Kapitaleinkommen
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Long memory
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Maximum likelihood
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Realised volatility
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Realized volatility
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Statistical inference
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Statistischer Test
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Weak identification
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Shi, Shuping
Giraitis, Liudas
3
Kapetanios, George
3
Phillips, Peter C. B.
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Yu, Jun
3
Blake, Andrew P.
2
Centorrino, Samuele
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Clark, Todd E.
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Cohen, Jeffrey P.
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Coughlin, Cletus Charles
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Dalla, Violetta
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Florens, Jean-Pierre
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Chen, Liang
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Christelis, Dimitris
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Clapp, John M.
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Crews, Jonas
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Dolado, Juan J.
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Elsinger, Helmut
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Fève, Frédérique
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Gonzalo, Jesús
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Guillén, Montserrat
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Honoré, Peter
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Jarque, Carlos M.
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Keane, Michael P.
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Kozubowski, Tomasz J.
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Li, Jia
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Li, Yong
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Lucchetti, Riccardo
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Marcellino, Massimiliano
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ECONIS (ZBW)
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Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
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2
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
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