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~subject:"Deutschland"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~type_genre:"Mikroform"
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Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series
Drescher, Daniel
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2008
Persistent link: https://www.econbiz.de/10003809205
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Theorie und Simulation von Zeitreihen mit Anwendungen auf die Aktienkursdynamik
Remer, Ralf
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2005
Persistent link: https://www.econbiz.de/10002959194
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Variable length Markov chains and dynamic combination of models
Ferrari, Fiorenzo
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2002
Persistent link: https://www.econbiz.de/10001703637
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