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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Australasian Economic Modelling Conference <1992, Cairns>"
~institution:"London School of Economics and Political Science"
~subject:"Bootstrap approach"
~subject:"Kointegration"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Bootstrap approach
Kointegration
Statistical distribution
Estimation theory
16
Schätztheorie
16
Time series analysis
4
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Australasian Economic Modelling Conference <1992, Cairns>
London School of Economics and Political Science
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814643
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2
Estimating conditional distribution functions using dimension reduction
Hall, Peter
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755567
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3
Non-stationary time series analysis and cointegration
Hargreaves, Colin P.
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10013480139
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