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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~language:"eng"
~subject:"Kointegration"
~subject:"Time series analysis"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Time series analysis
Estimation theory
34
Schätztheorie
34
Theorie
9
Theory
9
Regression analysis
6
Regressionsanalyse
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
Deutschland
3
Germany
3
Statistical test
3
Statistischer Test
3
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2
EWMA
2
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2
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2
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2
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2
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2
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Regionalökonomik
2
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Sequentialtest
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2
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2
Wirtschaftsstatistik
2
Analysis of variance
1
Applied statistics
1
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1
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1
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1
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Forschungsbericht
Graue Literatur
1,150
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1,150
Arbeitspapier
1,146
Working Paper
1,146
Article in journal
327
Aufsatz in Zeitschrift
327
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21
Collection of articles written by one author
8
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8
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7
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5
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Sibbertsen, Philipp
3
Steland, Ansgar
2
Anderson, Heather M.
1
Bodnar, Taras
1
Dette, Holger
1
King, Maxwell L.
1
Low, Chin Nam
1
Parolya, Nestor
1
Pawlak, Mirek
1
Rafajlowicz, Ewaryst
1
Snyder, Ralph D.
1
Thorsén, Erik
1
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1
Zhang, Xibin
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
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ECONIS (ZBW)
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1
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
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:
3
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:
4
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
5
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
6
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
7
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
Saved in:
8
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675715
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