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subject:"Regression analysis"
~subject:"Method of moments"
~subject:"Theory"
~type_genre:"Einführung"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Regression analysis
Method of moments
Theory
Schätztheorie
93
Estimation theory
92
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50
Time series analysis
14
Zeitreihenanalyse
14
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10
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9
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Christopeit, Norbert
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Steland, Ansgar
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3
Werner, Hans-Joachim
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Yapar, Cemil
3
Chai, Gen-xiang
2
Elagin, Mstislav
2
Li, Zhu-yu
2
Spokojnyj, Vladimir G.
2
Utikal, Klaus J.
2
Argaç, Dog̃an
1
Auer, Corinna
1
Bates, Donald M.
1
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1
Battese, George Edward
1
Bengoechea, Pilar
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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13
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12
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7
CORE discussion paper : DP
3
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
54
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1
Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity
Ye, Azhong
;
Hyndman, Rob J.
;
Li, Zinai
-
2006
Persistent link: https://www.econbiz.de/10003361032
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2
Das Rasch-Modell : eine verständliche Einführung für Studium und Praxis
Strobl, Carolin
-
2012
-
2., erw. Aufl.
Persistent link: https://www.econbiz.de/10010350713
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3
A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
-
2004
Persistent link: https://www.econbiz.de/10001982629
Saved in:
4
A regime-switching regression model for hedge funds
Erlwein, Christina
;
Müller, Marlene
-
2011
Persistent link: https://www.econbiz.de/10009688313
Saved in:
5
An investigation of humus disintegration by spatial-temporal regression analysis
Fried, Roland
-
2003
Persistent link: https://www.econbiz.de/10001813114
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
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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