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~isPartOf:"Statistical Inference for Stochastic Processes"
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Statistical Inference for Stochastic Processes
IMF Working Papers
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Estimation of the instantaneous volatility
Alvarez, Alexander
;
Panloup, Fabien
;
Pontier, Monique
; …
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
1
,
pp. 27-59
Persistent link: https://www.econbiz.de/10010539197
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2
Deterministic Noises that can be Statistically Distinguished from the Random Ones
Davydov, Youri
;
Zitikis, Ričardas
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
2
,
pp. 165-179
Persistent link: https://www.econbiz.de/10005616030
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3
A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences
Mojirsheibani, Majid
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10005391486
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4
Spatial Point Process Models of Defensive Strategies: Detecting Changes
Kornak, John
;
Irwin, Mark
;
Cressie, Noel
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10005184595
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5
On approximating max-stable processes and constructing extremal copula functions
Zhang, Zhengjun
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10005616059
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6
Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
Hilgert, Nadine
;
Portier, Bruno
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
2
,
pp. 105-125
Persistent link: https://www.econbiz.de/10010556972
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7
Deconvolving Multivariate Density from Random Field
Yuan, Ming
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
2
,
pp. 135-153
Persistent link: https://www.econbiz.de/10005169132
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8
Stein estimation of Poisson process intensities
Privault, Nicolas
;
Réveillac, Anthony
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10005616028
Saved in:
9
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Breton, Jean-Christophe
;
Coeurjolly, Jean-François
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010539198
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