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subject:"Probability theory"
subject:"Time series analysis"
~subject:"ARCH model"
~subject:"Monte Carlo simulation"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARCH model
Monte Carlo simulation
Estimation theory
184
Schätztheorie
184
Theorie
159
Theory
159
Zeitreihenanalyse
29
Statistical theory
11
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11
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9
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Gouriéroux, Christian
5
Guégan, Dominique
4
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3
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3
Broze, Laurence
2
Francq, Christian
2
Hardouin, C.
2
Jasiak, Joann
2
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2
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2
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2
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2
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2
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1
Berg, Elin
1
Billio, Monica
1
Bisaglia, Luisa
1
Bolduc, Denis
1
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1
Casella, George
1
Cressie, Noel A. C.
1
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1
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1
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1
Entorf, Horst
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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28
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15
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5
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2
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2
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1
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1
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
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1
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ECONIS (ZBW)
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1
A modification of the HP filter aiming at reducing the end-point bias
Bruchez, Pierre-Alain
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367344
Saved in:
2
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
Saved in:
3
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
4
Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001577407
Saved in:
5
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
6
Spatial mixture models based on exponential family conditional distributions
Kaiser, Mark S.
;
Cressie, Noel A. C.
;
Lee, Jae-hyung
-
2000
Persistent link: https://www.econbiz.de/10001470622
Saved in:
7
Nonparametric density estimation for deterministic dynamical systems
Lardjane, Salim
-
1999
Persistent link: https://www.econbiz.de/10001430382
Saved in:
8
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
9
Estimation and applications of Gegenbauer processes
Ferrara, Laurent
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001391170
Saved in:
10
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
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