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subject:"Panel"
subject:"Stochastic process"
~subject:"Bayes-Statistik"
~subject:"Finanzmarkt"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Bayes-Statistik
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Maximum-Likelihood-Schätzung
Estimation theory
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Elagin, Mstislav
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Steland, Ansgar
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King, Maxwell L.
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Parolya, Nestor
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Spokojnyj, Vladimir G.
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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ECONIS (ZBW)
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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
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:
4
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
Saved in:
5
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
-
2008
Persistent link: https://www.econbiz.de/10003809691
Saved in:
6
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
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