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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of production research"
~person:"Dijk, Herman K. van"
~person:"Haan, Laurens de"
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Dijk, Herman K. van
Haan, Laurens de
Verhoef, Erik T.
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Discussion paper / Tinbergen Institute
International journal of production research
Report / Econometric Institute, Erasmus University Rotterdam
22
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16
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ECONIS (ZBW)
87
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
2
A neural network applied to economic time series
Draisma, Gerrit
-
1995
Persistent link: https://www.econbiz.de/10000904892
Saved in:
3
Asymptotic distributions of multivariate intermediate order statistics
Cheng, Shihong
;
Haan, Laurens de
;
Yang, Jinping
-
1995
Persistent link: https://www.econbiz.de/10000909106
Saved in:
4
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910491
Saved in:
5
Second order regular variation ans rates of convergence in extreme value theory
Haan, Laurens de
;
Resnick, Sidney I.
-
1995
Persistent link: https://www.econbiz.de/10000910493
Saved in:
6
Rate of convergence for bivariate extremes (uniform metric)
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910497
Saved in:
7
Rate of convergence for bivariate extremes (total variation metric)
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910498
Saved in:
8
Von mises type conditions in second order regular variation
Haan, Laurens de
-
1995
Persistent link: https://www.econbiz.de/10000910499
Saved in:
9
Rate of convergence of intermediate order statistics
Cheng, Shihong
-
1995
Persistent link: https://www.econbiz.de/10000910500
Saved in:
10
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
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