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~language:"eng"
~person:"Li, Degui"
~subject:"MAMAR"
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MAMAR
Nichtparametrisches Verfahren
64
Nonparametric statistics
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Estimation theory
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Schätztheorie
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Theorie
27
Theory
27
Time series analysis
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Zeitreihenanalyse
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Nonlinear regression
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Sparsity
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Stochastic process
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Stichprobenerhebung
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Uniform consistency
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Analysis of variance
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Conditioning variables
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Dynamic covariance matrix
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Markov chain
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Markov-Kette
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Li, Degui
Chen, Jia
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Linton, Oliver
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
2
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
Saved in:
3
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
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