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Nonlinear estimation
Ross, Gavin J. S. - 1990
Persistent link: https://www.econbiz.de/10000079916
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10003795449
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Essays in nonlinear time series econometrics
Haldrup, Niels (ed.) - 2014 - 1. ed.
Persistent link: https://www.econbiz.de/10010382231
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Does beta react to market conditions? : Estimates of bull and bear betas using a nonlinear market model with an endogenous threshold parameter
Woodward, G. Thomas; Anderson, Heather M. - 2003
Persistent link: https://www.econbiz.de/10001854374
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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An efficient minimax algorithm for constructing symmetrical balanced equidistant D-optimal designs in statistical experiments with binary data
Begun, Alexander; Seidel, Wilfried - 2002
Persistent link: https://www.econbiz.de/10001664929
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Nonparametric estimation of nonlinear ARMA and GARCH processes
Holzberger, Harriet - 2001 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001619528
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Conditional moment estimation of nonlinear equation systems : with an application to an oligopoly model of cooperative R & D
Inkmann, Joachim - 2001
Persistent link: https://www.econbiz.de/10001511553