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subject:"Stochastic process"
~isPartOf:"Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations"
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Stochastic process
Statistical test
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Statistischer Test
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Monte Carlo simulation
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Stochastischer Prozess
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GARCH
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block multipower
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finite-sample theory
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heteroskedasticity
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jumps
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least absolute deviation estimators
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median regression
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non-normality
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p-value function
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Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
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2016
Persistent link: https://www.econbiz.de/10011479788
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
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2016
Persistent link: https://www.econbiz.de/10011578259
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