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~subject:"Zeitreihenanalyse"
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Bezier curve smoothing of the...
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Zeitreihenanalyse
Kernel smoothing
80
Schätztheorie
79
kernel smoothing
72
Estimation theory
70
Bandwidth
62
bandwidth
61
Censored data
57
Nichtparametrisches Verfahren
55
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48
censored data
44
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41
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31
strong consistency
27
Regression analysis
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Regressionsanalyse
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Schätzung
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24
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23
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22
Theory
20
Bootstrap
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Kernel
11
Nonparametric regression
11
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Time series analysis
10
asymptotic normality
10
Prognoseverfahren
9
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kernel
9
Forecasting model
8
Survival analysis
8
density estimation
8
long-range dependence
8
nonparametric regression
8
survival analysis
8
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English
13
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Beran, Jan
5
Ocker, Dirk
3
Feng, Yuanhua
2
Li, Han
2
O'Hare, Colin
2
Bermúdez, José D.
1
Bu, Ruijun
1
Cho, Cheol-keun
1
Corberán-Vallet, Ana
1
Grith, Maria
1
Hirukawa, Masayuki
1
Härdle, Wolfgang Karl
1
Li, Degui
1
Linton, Oliver
1
Liu, Qiang
1
Liu, Zhi
1
Montañés, Antonio
1
Sakudo, Mari
1
Schienle, Melanie
1
Vahid, Farshid
1
Vercher, Enriqueta
1
Vogelsang, Timothy J.
1
Wang, Hanchao
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CoFE discussion papers
2
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1
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1
Econometric reviews
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Econometrics : open access journal
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European journal of industrial engineering : EJIE
1
Insurance / Mathematics & economics
1
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1
Journal of forecasting
1
SFB 649 Discussion Paper
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Technical Report
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
10
EconStor
3
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1
Prediction of 0-1-events for short- and long-memory time series
Beran, Jan
-
2002
The problem of predicting 0-1-events is considered under general conditions, including stationary processes with short and long memory as well as processes with changing distribution patterns. Nonparametric estimates of the probability function and prediction intervals are obtained.
Persistent link: https://www.econbiz.de/10010324060
Saved in:
2
Prediction of 0-1-events for short- and long-memory time series
Beran, Jan
-
2002
The problem of predicting 0-1-events is considered under general conditions, including stationary processes with short and long memory as well as processes with changing distribution patterns. Nonparametric estimates of the probability function and prediction intervals are obtained.
Persistent link: https://www.econbiz.de/10011544312
Saved in:
3
Bayesian forecasting of demand time-series data with zero values
Corberán-Vallet, Ana
;
Bermúdez, José D.
;
Vercher, …
- In:
European journal of industrial engineering : EJIE
7
(
2013
)
6
,
pp. 777-796
Persistent link: https://www.econbiz.de/10010404219
Saved in:
4
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
1999
proposed based on the iterative plug-in idea for selecting
bandwidth
in nonparametric regression with long-memory. Prediction …
Persistent link: https://www.econbiz.de/10010316696
Saved in:
5
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
1999
proposed based on the iterative plug-in idea for selecting
bandwidth
in nonparametric regression with long-memory. Prediction …
Persistent link: https://www.econbiz.de/10009793259
Saved in:
6
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
SEMIFAR models introduced in Beran (1999) provide a semiparametric modelling framework that enables the data analyst to separate deterministic and stochastic trends as well as short- and long-memory components in an observed time series. A correct distinction between these components, and in...
Persistent link: https://www.econbiz.de/10011544579
Saved in:
7
Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-keun
;
Vogelsang, Timothy J.
;
Montañés, Antonio
- In:
Econometrics : open access journal
5
(
2017
)
1
,
pp. 1-26
statistics depend on the break fraction and the
bandwidth
tuning parameter as well as on the kernel. When the break date is …
Persistent link: https://www.econbiz.de/10011653607
Saved in:
8
Nonparametric estimation of risk-neutral densities
Grith, Maria
;
Härdle, Wolfgang Karl
;
Schienle, Melanie
-
2010
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...
Persistent link: https://www.econbiz.de/10010270813
Saved in:
9
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
10
Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
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