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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Stochastischer Prozess"
~subject:"Bootstrap-Verfahren"
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Stochastischer Prozess
Bootstrap-Verfahren
Theorie
131
Theory
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51
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Härdle, Wolfgang
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3
Herwartz, Helmut
3
Lütkepohl, Helmut
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Kleinow, Torsten
2
Kreiß, Jens-Peter
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Boztuğ, Yasemin
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
263
Econometric reviews
99
Economics letters
94
European journal of operational research : EJOR
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
CEMMAP working papers / Centre for Microdata Methods and Practice
71
Econometric theory
60
Discussion paper / Tinbergen Institute
51
Economic modelling
45
Working paper / Department of Econometrics and Business Statistics, Monash University
45
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40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Queen's Economics Department working paper
40
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40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Cowles Foundation discussion paper
37
Discussion paper / Center for Economic Research, Tilburg University
36
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36
International journal of forecasting
33
SFB 649 discussion paper
33
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CREATES research paper
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30
Discussion papers of interdisciplinary research project 373
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Operations research
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Journal of banking & finance
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Cowles Foundation Discussion Paper
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International journal of production research
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Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Autoregressive aided periodogram bootstrap for time series
Kreiß, Jens-Peter
;
Paparoditis, Efstathios
-
2001
Persistent link: https://www.econbiz.de/10001618698
Saved in:
2
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
3
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
4
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
5
Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling
Abe, Makoto
;
Boztuğ, Yasemin
;
Hildebrandt, Lutz
-
2000
Persistent link: https://www.econbiz.de/10001546575
Saved in:
6
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001555315
Saved in:
7
Asymptotic properties of robust three stage procedure based on bootstrap for M-estimator
Hlávka, Zdeněk
-
2000
Persistent link: https://www.econbiz.de/10001558564
Saved in:
8
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
Saved in:
9
A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001531783
Saved in:
10
A minimality property of the minimal martingale measure
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000168634
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