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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Silvapulle, Mervyn J."
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~type:"book"
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Prognoseverfahren
Schätztheorie
Estimation theory
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Panel
4
Panel study
4
Theorie
4
Theory
4
Bootstrap approach
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Hill estimator
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Intermediate order statistic
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Outliers
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Probability theory
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Statistical distribution
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Statistische Verteilung
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Time series analysis
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Wahrscheinlichkeitsrechnung
2
Zeitreihenanalyse
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panel data
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Asymptotic Theory
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Bayes-Statistik
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Bilateral Trade
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Bruttoinlandsprodukt
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Climate change
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Crop yield
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Economic forecast
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Ernteertrag
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Extreme temperature exposure
1
Extreme value Index
1
Extreme value index
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Fixed T asymptotics
1
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Silvapulle, Mervyn J.
Hyndman, Rob J.
71
Gao, Jiti
67
Martin, Gael M.
32
Athanasopoulos, George
31
Peng, Bin
26
Poskitt, Donald Stephen
20
Frazier, David T.
18
Snyder, Ralph D.
13
Zhang, Xibin
12
Dong, Chaohua
10
Panagiotelis, Anastasios
10
Yan, Yayi
10
Cheng, Tingting
9
King, Maxwell L.
9
Koehler, Anne B.
9
Vahid, Farshid
9
Yang, Yanrong
9
Silvapulle, Paramsothy
8
Linton, Oliver
7
Loiza-Maya, Ruben
7
Robert, Christian P.
7
Shang, Han Lin
7
Gamakumara, Puwasala
6
Koo, Bonsoo
6
Liu, Fei
6
Maneesoonthorn, Worapree
6
McCabe, Brendan Peter Martin
6
Ord, John Keith
6
Anderson, Heather M.
5
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Feng, Guohua
5
Forbes, Catherine Scipione
5
Forchini, Giovanni
5
Gong, Xiaodong
5
Grose, Simone D.
5
Kourentzes, Nikolaos
5
Li, Degui
5
Pan, Guangming
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
Saved in:
2
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
3
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
Saved in:
4
Statistical modelling and forecast evaluation of the impact of extreme temperatures on wheat crops in North Western Victoria
Bailey, Natalia
;
Hochman, Zvi
;
Mao, Yufeng
;
Silvapulle, …
-
2020
Persistent link: https://www.econbiz.de/10012607686
Saved in:
5
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
6
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
Saved in:
7
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan
(
contributor
); …
-
2008
-
January 2008
Persistent link: https://www.econbiz.de/10003778327
Saved in:
8
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan
(
contributor
); …
-
2008
-
June 2008
Persistent link: https://www.econbiz.de/10003778333
Saved in:
9
Estimating the error distribution in multivariate heteroscedastic time series models
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486438
Saved in:
10
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486458
Saved in:
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