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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Nichtparametrisches Verfahren
Time series analysis
Estimation theory
84
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84
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44
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4,725
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4,725
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2,970
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2,968
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2,908
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2,908
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299
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Steland, Ansgar
4
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Elagin, Mstislav
2
Neumeyer, Natalie
2
Pilz, Kay F.
2
Sibbertsen, Philipp
2
Spokojnyj, Vladimir G.
2
Anderson, Heather M.
1
Bianchi, Marco
1
Broze, Laurence
1
Cron, Axel
1
King, Maxwell L.
1
Lepskii, Oleg V.
1
Low, Chin Nam
1
Park, Byeong U.
1
Pawlak, Mirek
1
Rafajlowicz, Ewaryst
1
Scaillet, Olivier
1
Sickles, Robin C.
1
Simar, Léopold
1
Snyder, Ralph D.
1
Utikal, Klaus J.
1
Venetis, Ioannis
1
Wildi, Marc
1
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
CORE discussion paper : DP
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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ECONIS (ZBW)
20
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1
Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
Saved in:
2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
3
A note on nonparametric estimation of the effective dose in quantal bioassay
Dette, Holger
;
Neumeyer, Natalie
;
Pilz, Kay F.
-
2003
Persistent link: https://www.econbiz.de/10001981762
Saved in:
4
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
5
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
6
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
Saved in:
7
A simple nonparametric estimator of a monotone regression function
Dette, Holger
;
Neumeyer, Natalie
;
Pilz, Kay F.
-
2003
Persistent link: https://www.econbiz.de/10001813578
Saved in:
8
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
Saved in:
9
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
10
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
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