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type_genre:"Forschungsbericht"
~subject:"Financial market"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Verteilungsfreie Statistik"
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Financial market
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Theorie
22
Theory
22
Estimation theory
13
Schätztheorie
13
Time series analysis
12
Zeitreihenanalyse
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7
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Steland, Ansgar
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Cheng, Ming-Yen
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Fan, Jianqing
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Spokojnyj, Vladimir G.
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
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Persistent link: https://www.econbiz.de/10001813124
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2
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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3
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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