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subject:"Stochastischer Prozess"
subject:"Volatility"
~subject:"Nonparametric statistics"
~subject:"Statistical test"
~subject:"Theory"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Nonparametric statistics
Statistical test
Theory
Estimation theory
84
Schätztheorie
84
Theorie
44
Time series analysis
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4,611
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4,198
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Dette, Holger
5
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Cron, Axel
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Steland, Ansgar
4
Werner, Hans-Joachim
3
Yapar, Cemil
3
Chai, Gen-xiang
2
Elagin, Mstislav
2
Li, Zhu-yu
2
Neumeyer, Natalie
2
Pilz, Kay F.
2
Spokojnyj, Vladimir G.
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Utikal, Klaus J.
2
Argaç, Dog̃an
1
Auer, Corinna
1
Bates, Donald M.
1
Bates, Douglas M.
1
Bengoechea, Pilar
1
Bianchi, Marco
1
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1
Bodnar, Taras
1
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1
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1
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1
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13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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7
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5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
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2
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1
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1
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ECONIS (ZBW)
52
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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
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:
3
Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen
;
Skeels, Christopher L.
-
2004
Persistent link: https://www.econbiz.de/10002474716
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4
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:
5
A regime-switching regression model for hedge funds
Erlwein, Christina
;
Müller, Marlene
-
2011
Persistent link: https://www.econbiz.de/10009688313
Saved in:
6
A note on nonparametric estimation of the effective dose in quantal bioassay
Dette, Holger
;
Neumeyer, Natalie
;
Pilz, Kay F.
-
2003
Persistent link: https://www.econbiz.de/10001981762
Saved in:
7
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
8
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:
9
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:
10
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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