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person:"Kapetanios, George"
~accessRights:"free"
~person:"Beran, Jan"
~person:"Hendry, David F."
~person:"Linton, Oliver"
~subject:"Nonparametric statistics"
~subject:"Robust statistics"
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Search: subject_exact:"Time series analysis"
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Nonparametric statistics
Robust statistics
Time series analysis
133
Zeitreihenanalyse
133
Theorie
61
Theory
61
Estimation theory
44
Schätztheorie
44
Forecasting model
42
Nichtparametrisches Verfahren
42
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42
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31
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31
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16
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15
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15
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9
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9
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9
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8
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8
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Kapetanios, George
Beran, Jan
Hendry, David F.
Linton, Oliver
Gao, Jiti
45
Feng, Yuanhua
21
Li, Degui
21
Sibbertsen, Philipp
16
Croux, Christophe
15
Phillips, Peter C. B.
14
Chen, Xiaohong
12
Fried, Roland
12
Chen, Jia
11
Härdle, Wolfgang
11
Sun, Yixiao
11
Dong, Chaohua
10
Kristensen, Dennis
10
Gather, Ursula
9
Gelper, Sarah
9
Linton, Oliver B.
9
Peng, Bin
8
Diks, Cees G. H.
7
Giraitis, Liudas
7
Koo, Bonsoo
7
Mahieu, Koen
7
Kanaya, Shin
6
Koopman, Siem Jan
6
Steland, Ansgar
6
Cai, Zongwu
5
Huber, Florian
5
Koop, Gary
5
Lopez, Claude
5
Lu, Zu-di
5
Park, Byeong U.
5
Price, Simon
5
Saart, Patrick
5
Trojani, Fabio
5
Allen, David E.
4
Bouezmarni, Taoufik
4
Chang, Yoosoon
4
Cheng, Tingting
4
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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CoFE discussion papers
9
CEMMAP working papers / Centre for Microdata Methods and Practice
7
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6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
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5
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ECONIS (ZBW)
49
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
4
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
5
Smooth robust multi-horizon forecast
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
-
2021
Persistent link: https://www.econbiz.de/10012492619
Saved in:
6
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
Saved in:
7
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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