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subject:"Nonparametric statistics"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~person:"Pan, Guangming"
~subject:"Nonparametric jump measures"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Nonparametric jump measures
Share price
Zeitreihenanalyse
Estimation theory
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Schätztheorie
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Time series analysis
6
Estimation
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Panel
3
Panel study
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Schätzung
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Statistical test
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Statistischer Test
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Bayes-Statistik
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Bayesian inference
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joint estimation
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Bivariate jump diffusion model
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Factor analysis
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Marcenko-Pastur Law
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Method of moments
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Microstructure noise
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Modellierung
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Moment condition models
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Momentenmethode
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Non-Gaussian Time Series
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Forbes, Catherine Scipione
Pan, Guangming
Gao, Jiti
49
Peng, Bin
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Hyndman, Rob J.
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Poskitt, Donald Stephen
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Martin, Gael M.
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Dong, Chaohua
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Yan, Yayi
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Cheng, Tingting
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Linton, Oliver
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Zhang, Xibin
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Gong, Xiaodong
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Li, Degui
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Yang, Yanrong
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Canova, Fabio
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Frazier, David T.
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Liu, Fei
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Athanasopoulos, George
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Blundell, Richard W.
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Cai, Biqing
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Feng, Guohua
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Grose, Simone D.
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Hong, Han
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Koo, Bonsoo
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Nadarajah, K.
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Qu, Zhongjun
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Silvapulle, Mervyn J.
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Tjostheim, Dag
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Vahid, Farshid
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Zhang, Lina
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Zhao, Xueyan
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Arai, Yoichi
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Bailey, Natalia
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Bergmeir, Christoph
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Chen, Xiaohong
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Dokumentov, Alexander
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Donga, Chaohua
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Escanciano, Juan Carlos
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Quantitative economics : QE ; journal of the Econometric Society
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
1
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ECONIS (ZBW)
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
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(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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2
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
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2020
Persistent link: https://www.econbiz.de/10012606951
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3
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
4
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
5
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
6
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
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