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~person:"Christiano, Lawrence J."
~person:"Singer, Hermann"
~person:"Wolf, Michael"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Estimation theory
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Christiano, Lawrence J.
Singer, Hermann
Wolf, Michael
Takahashi, Akihiko
18
Yamada, Toshihiro
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Wälde, Klaus
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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ECONIS (ZBW)
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
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2019
Persistent link: https://www.econbiz.de/10012149431
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2
ML-estimation of sampled stochastic differential equations
Singer, Hermann
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2009
Persistent link: https://www.econbiz.de/10003876985
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3
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
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2008
Persistent link: https://www.econbiz.de/10003795449
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4
Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann
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1999
Persistent link: https://www.econbiz.de/10001362446
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