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type_genre:"Graue Literatur"
type_genre:"Survey"
~isPartOf:"CORE discussion paper : DP"
~type_genre:"Collection of articles of several authors"
~type_genre:"Handbuch"
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Search: subject_exact:"Estimation theory"
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Estimation theory
85
Schätztheorie
85
Theorie
77
Theory
77
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9
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9
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7
Statistische Methodenlehre
7
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1987-1993
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Collection of articles of several authors
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Härdle, Wolfgang
18
Bauwens, Luc
8
Park, Byeong U.
7
Simar, Léopold
7
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5
Cybakov, Aleksandr B.
4
Giot, Pierre
4
Hall, Peter
4
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3
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3
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3
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3
Mammen, Enno
3
Marron, James Stephen
3
Nesterov, Yurii
3
Rombouts, Jeroen V. K.
3
Gonzalo, Jesús
2
Lejeune, Bernard
2
Mouchart, Michel
2
Osiewalski, Jacek
2
Park, Byong U.
2
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2
Ritter, Christian
2
Tsybakov, A. B.
2
Turlach, Berwin A.
2
Vial, Jean-Philippe
2
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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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1
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1
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1
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CORE discussion paper : DP
CEMMAP working papers / Centre for Microdata Methods and Practice
355
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265
Série des documents de travail / Centre de Recherche en Économie et Statistique
214
Working paper / National Bureau of Economic Research, Inc.
189
Discussion paper series / IZA
188
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
179
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169
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160
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137
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129
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129
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127
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104
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95
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91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
SFB 649 discussion paper
79
KBI
67
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66
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65
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65
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60
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54
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51
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48
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47
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45
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44
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42
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42
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40
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40
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39
Discussion papers in economics
39
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39
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39
Cambridge working papers in economics
36
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36
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ECONIS (ZBW)
85
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1
Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2008
Persistent link: https://www.econbiz.de/10003813959
Saved in:
2
Approximate level method
Richtárik, Peter
-
2008
Persistent link: https://www.econbiz.de/10003817440
Saved in:
3
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
4
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
5
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
6
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
7
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
Saved in:
8
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
9
Bartlett identities tests
Chesher, Andrew
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001408390
Saved in:
10
Identification problems in a class of mixture models with an application to the LISREL model
Mouchart, Michel
-
1998
Persistent link: https://www.econbiz.de/10000989552
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