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Bayes-Verfahren : Schätz- und Testverfahren bei Berücksichtigung von Vorinformation
Stange, Kurt - 1977
Persistent link: https://www.econbiz.de/10009604372
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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940
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Preliminary estimation of transfer function weights : a two step regression approach
Edlund, Per-Olov - 1989
Persistent link: https://www.econbiz.de/10004094733
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Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao; Judge, George G.; Zellner, Arnold - 1970
Persistent link: https://www.econbiz.de/10004590423
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Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao; Judge, George G.; Zellner, Arnold - 1977 - 2., rev. ed.
Persistent link: https://www.econbiz.de/10004615471
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The ARCH effect : a model of gradual anticipation for autoaggressive conditional heteroskedasticity in asset returns
Mohy El Din, Tarek - 1997
Persistent link: https://www.econbiz.de/10004319577
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10004569846
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Proceedings of the First US Japan Conference on the Frontiers of Statistical Modeling: an Informational Approach
Bozdogan, Hamparsum (contributor) - US Japan Conference on the Frontiers of Statistical …
Persistent link: https://www.econbiz.de/10004182326
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Principles and structuring change
1990
Persistent link: https://www.econbiz.de/10004103499
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Time series and categorical longitudinal data
1990
Persistent link: https://www.econbiz.de/10004103500