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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Akker, Ramon van den"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Kapitaleinkommen
Statistische Verteilung
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical test
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Statistischer Test
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Autocorrelation
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Autokorrelation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Theorie
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Theory
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Cointegration
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Cointegration model
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Cointegration rank
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Elliptical densities
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Kointegration
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Lagrange multiplier test
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Local Asymptotic Brownian Functional
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Local Asymptotic Mixed Normality
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Local Asymptotic Normality
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Multivariate ranks
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Akker, Ramon van den
Einmahl, John H. J.
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Guillou, Armelle
5
Goegebeur, Yuri
4
Werker, Bas J. M.
4
Chen Zhou
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Drost, Feike C.
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He, Yi
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Qin, Jing
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Segers, Johan
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Čížek, Pavel
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Ahmed, Hanan
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Batenburg, Paul van
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Durbin, James
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Guillén, Montserrat
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Hou, Yanxi
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Kiriliouk, Anna
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Koopman, Siem Jan
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Krajina, Andrea
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Moors, Hans
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Nijman, Theodore E.
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Stewart, Trevor
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Strijbosch, Leo
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Taylor, Greg
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Abdelli, Jihane
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Ahn, Jae Youn
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Albrecher, Hansjörg
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Andreou, Elena
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Avanzi, Benjamin
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Banerjee, Anurag Narayan
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Benkhelifa, Lazhar
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Bera, Anil K.
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Bladt, Mogens
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Bolancé, Catalina
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Brahimi, Brahim
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Brio, Esther B. del
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Discussion paper / Center for Economic Research, Tilburg University
Insurance / Mathematics & economics
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Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003656746
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