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Maximum-Entropie-Spektralanalyse ökonomischer Zeitreihen
Geyer, Alois - 1985
Persistent link: https://www.econbiz.de/10004037345
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Statistical inference in dynamic economic models
Koopmans, Tjalling C. (ed.); Marschak, Jacob (contributor) - 1958 - 3. print.
Persistent link: https://www.econbiz.de/10014416456
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Lineare versus nichtlineare Modelle für univariate Zeitreihen : Diagnoseverfahren und Tests
Schuhr, Roland - 1991
Persistent link: https://www.econbiz.de/10000830424
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Athens Conference on Applied Probability and Time Series Analysis
1996
Persistent link: https://www.econbiz.de/10000981761
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Statistical inference in stochastic processes
Prabhu, Narahari U. (contributor) - 1991 - 1. print.
Persistent link: https://www.econbiz.de/10004109298
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Counterexamples in probability
Stojanov, Jordan M. - 1989 - Reprint.
Persistent link: https://www.econbiz.de/10004094462
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Asymptotic theory for ordinary least squares estimators in regression models with forecast feedback
Mohr, Michael - 1990
Persistent link: https://www.econbiz.de/10004080838
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Stochastic processes in queueing theory
Borovkov, Aleksandr A. - 1976
Persistent link: https://www.econbiz.de/10004027343
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Stochastic processes with learning properties
Csibi, Sándor - 1975
Persistent link: https://www.econbiz.de/10004029141
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Controlled stochastic processes
Gichman, Iosif I.; Skorochod, Anatolij V. - 1979
Persistent link: https://www.econbiz.de/10004009250