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type_genre:"Non-commercial literature"
~isPartOf:"CIE working paper series"
~isPartOf:"Discussion papers / UCL, Département des Sciences Economiques"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Statistische Bestandsanalyse"
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Nichtparametrisches Verfahren
Duration analysis
4
Statistische Bestandsanalyse
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Nonparametric statistics
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Theorie
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3
Autoregressive conditional duration
1
Bayes-Statistik
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Bayesian inference
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Dauer
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Duration
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Dynamische Wirtschaftstheorie
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Probability theory
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Schätztheorie
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Simulation
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Time series analysis
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Wahrscheinlichkeitsrechnung
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Zeitreihenanalyse
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diurnal duration patterns
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iterative plug-in
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local linear estimator
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simulation
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Ökonometrisches Modell
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Feng, Yuanhua
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Peitz, Christian
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On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua
;
Forstinger, Sarah
;
Peitz, Christian
-
2013
Persistent link: https://www.econbiz.de/10010194478
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2
Data-driven estimation of diurnal duration patterns
Feng, Yuanhua
-
2011
Persistent link: https://www.econbiz.de/10009411231
Saved in:
3
Hétérogéneité non observée dans les modèles de durée
Horny, Guillaume
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003596555
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