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  • Search: subject:"Beta kernel"
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Year of publication
Subject
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Beta kernel 2 beta kernel 2 boundary bias 2 Asymmetric kernel 1 Bias 1 Börsenkurs 1 Finanzanalyse 1 Gamma kernel 1 Harris recurrence 1 Local time 1 Nichtparametrisches Verfahren 1 Nonparametric estimation 1 Reweighted Nadaraya-Watson estimator 1 Schätzung 1 Stochastic differential equation 1 Theorie 1 U-statistic theory 1 USA 1 Wertpapierhandel 1 Zeitreihenanalyse 1 central limit theorem 1 cross-validation 1 density estimation 1 financial transaction data 1 gamma kernel 1 kernel smoothing 1 liquidity 1 long range dependence 1 non-parametric methods 1 nonparametric estimation 1 periodogram 1 spectral density 1 trading intensity 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 3 Undetermined 1
Author
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BOUEZMARNI, Taoufik 1 Fernandes, Marcelo 1 Grammig, Joachim 1 Hanif, Muhammad 1 Hujer, Reinhard 1 Kokot, Stefan 1 Monteiro, Paulo 1 VAN BELLEGEM, Sébastien 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 CORE Discussion Papers 1 Far East Journal of Psychology and Business 1 Working Paper Series: Finance & Accounting 1
Source
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RePEc 3 EconStor 1
Showing 1 - 4 of 4
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Nonparametric Beta kernel estimator for long memory time series
BOUEZMARNI, Taoufik; VAN BELLEGEM, Sébastien - Center for Operations Research and Econometrics (CORE), … - 2011
by the probability density of Beta random variable (Beta kernel). The estimator is proved to be bounded for short memory …
Persistent link: https://www.econbiz.de/10009002084
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Reweighted Nadaraya-Watson estimator of scalar diffusion models by using asymmetric kernels
Hanif, Muhammad - In: Far East Journal of Psychology and Business 4 No 1 Paper 5 July (2011) 5, pp. 53-69
The nonparametric estimation of first and second infinitesimal moments describe by using the reweighted Nadaraya-Watson of scalar diffusion model. We used the symmetric kernels instead of standard kernel smoothing. We prove that the proposed estimators are consistence and asymptotically follow...
Persistent link: https://www.econbiz.de/10009365843
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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10010316265
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Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo; Monteiro, Paulo - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 425-442
Persistent link: https://www.econbiz.de/10005616149
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