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subject:"Nonparametric statistics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Maneesoonthorn, Worapree"
~subject:"Bootstrap-Verfahren"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Bootstrap-Verfahren
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Maneesoonthorn, Worapree
Gao, Jiti
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Peng, Bin
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Hyndman, Rob J.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
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2016
Persistent link: https://www.econbiz.de/10011781699
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