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~subject:"Stochastic process"
~type_genre:"Hochschulschrift"
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Stochastic process
Nichtparametrisches Verfahren
170
Nonparametric statistics
169
Theorie
118
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118
Schätzung
65
Estimation
64
Regressionsanalyse
39
Regression analysis
37
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27
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16
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16
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Nonparametric estimation
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Stochastischer Prozess
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Hochschulschrift
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154
Aufsatz in Zeitschrift
154
Graue Literatur
122
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122
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115
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115
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Dahlhaus, Rainer
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1
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1
Polbennikov, Simon Yurievich
1
Sophon Tunyavetchakit
1
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CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
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1
Lecture notes in economics and mathematical systems : LNEMS
1
Nouvelle série
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Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
2
Volatility decomposition and
nonparametric
estimation of spot volatility of models with poisson sampling under market microstructure noise
Sophon Tunyavetchakit
-
2016
Persistent link: https://www.econbiz.de/10011549337
Saved in:
3
Essays on the econometrics of option prices
Vogt, Erik
-
2014
Persistent link: https://www.econbiz.de/10012501894
Saved in:
4
Essays on
nonparametric
econometrics of stochastic volatility
Zu, Yang
-
2012
Persistent link: https://www.econbiz.de/10009713426
Saved in:
5
On the estimation of fractionally integrated processes
Nielsen, Frank S.
-
2009
Persistent link: https://www.econbiz.de/10003839270
Saved in:
6
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
Saved in:
7
Learning in economic systems with expectations feedback
Wenzelburger, Jan
-
2006
Persistent link: https://www.econbiz.de/10003028227
Saved in:
8
Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
Polbennikov, Simon Yurievich
-
2005
Persistent link: https://www.econbiz.de/10003311057
Saved in:
9
Testing continuous time models in financial markets
Kleinow, Torsten
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001722799
Saved in:
10
Dynamic asset pricing models with
nonparametric
expectations
Wöhrmann, Peter
-
2002
Persistent link: https://www.econbiz.de/10001665121
Saved in:
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