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subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Probability theory"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
Probability theory
Stochastic process
Estimation theory
85
Schätztheorie
85
Theorie
83
Theory
83
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
19
Regressionsanalyse
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Estimation
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English
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Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Härdle, Wolfgang
2
Vasiliev, Vjatscheslav A.
2
Dankenbring, Henning
1
Genon-Catalot, Valentine
1
Guščin, Aleksandr A.
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Herwartz, Helmut
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Laredo, Catherine
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
85
Discussion paper / Tinbergen Institute
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
28
Econometric reviews
26
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
European journal of operational research : EJOR
22
Statistics in transition : an international journal of the Polish Statistical Association
16
CREATES research paper
15
Insurance / Mathematics & economics
15
Cowles Foundation discussion paper
14
Discussion paper / Center for Economic Research, Tilburg University
14
Economic modelling
13
International journal of forecasting
13
Mathematics of operations research
13
NBER Working Paper
12
Computational economics
11
Operations research
11
Operations research letters
11
Order statistics: applications
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Discussion papers of interdisciplinary research project 373
10
Journal of empirical finance
10
Quantitative finance
10
Report / Econometric Institute, Erasmus University Rotterdam
10
SFB 649 discussion paper
10
The econometrics journal
10
Discussion paper
9
Econometrics : open access journal
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Risks : open access journal
8
Statistical papers
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
INFORMS journal on computing : JOC
7
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Stability of linear stochastic difference equations in controlled random environments
Horst, Ulrich
-
2002
Persistent link: https://www.econbiz.de/10001719907
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3
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
4
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
5
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
6
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
7
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine
;
Laredo, Catherine
;
Nussbaum, …
-
2000
Persistent link: https://www.econbiz.de/10001528152
Saved in:
8
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
Saved in:
9
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
10
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
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