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~person:"Feng, Yuanhua"
~subject:"Nonparametric statistics"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Analysis of failure times"
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Nonparametric statistics
Duration analysis
3
Statistische Bestandsanalyse
3
Nichtparametrisches Verfahren
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Autoregressive conditional duration
1
Bruttoinlandsprodukt
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Dauer
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Duration
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Economic data
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Estimation theory
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Gross domestic product
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Schätztheorie
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Theorie
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Theory
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Time series analysis
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Welt
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Wirtschaftsdaten
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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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Feng, Yuanhua
Ridder, Geert
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Berg, Gerard J. van den
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Chernozhukov, Victor
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Fernández-Val, Iván
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Horny, Guillaume
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Melly, Blaise
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Brinch, Christian N.
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Chen, Xuan
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Lo, Simon M. S.
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Ng, Wing Lon
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Nicoletti, Cheti
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ECONIS (ZBW)
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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
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