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type_genre:"Forschungsbericht"
~subject:"Autocorrelation"
~subject:"Finanzmarkt"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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A note on the Bickel-Rosenblatt test in autoregressive time series
Bachmann, Dirk
;
Dette, Holger
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2004
Persistent link: https://www.econbiz.de/10001982715
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
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2003
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Persistent link: https://www.econbiz.de/10001813124
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Optimal sequential kernel detection for dependent processes
Steland, Ansgar
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2003
Persistent link: https://www.econbiz.de/10001813592
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Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
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2003
Persistent link: https://www.econbiz.de/10001790237
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