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type_genre:"Forschungsbericht"
~person:"Fan, Jianqing"
~person:"Pawlak, Mirek"
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Search: subject_exact:"Verteilungsfreie Statistik"
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theorie
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Time series analysis
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Fan, Jianqing
Pawlak, Mirek
Dette, Holger
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Neumeyer, Natalie
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Steland, Ansgar
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Beran, Jan
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Fahrmeir, Ludwig
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Lang, Stefan
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Pilz, Kay F.
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Feng, Yuanhua
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
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2003
Persistent link: https://www.econbiz.de/10001813602
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Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
-
2003
Persistent link: https://www.econbiz.de/10001790237
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