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Robuste Schätzung
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ARMA-Modell
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Anwendung
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Gammaverteilung
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Robuste Statistik
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Barthoulot, Joseph
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Forster, Michael
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Vollmerhaus, Rainer
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Europäische Hochschulschriften / 5
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USB Cologne (EcoSocSci)
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Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen
Forster, Michael
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1994
Persistent link: https://www.econbiz.de/10004159808
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Robuste Schätzung der Varianz
Vollmerhaus, Rainer
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1989
Persistent link: https://www.econbiz.de/10004075322
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3
Estimation robuste en contamination asymétrique et application aux processus autorégressifs
Barthoulot, Joseph
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1983
Persistent link: https://www.econbiz.de/10004048330
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