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High breakdown inference for mixed linear models
Copt, Samuel - 2004
Persistent link: https://www.econbiz.de/10002505435
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Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael - 2015
Persistent link: https://www.econbiz.de/10010511447
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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
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Estimation of continuous time processes with application to finance
Egorov, Alexej V. - 2003
Persistent link: https://www.econbiz.de/10003385165
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Statistische Modellierung und Optimierung multipler Zielgrößen
Rudak, Nikolaus - 2016
Persistent link: https://www.econbiz.de/10011528479
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Negativauslese und Tarifdifferenzierung im Versicherungssektor : ökonomische Modelle und ökonometrische Analysemethoden
Bach, Christine - 1999
Persistent link: https://www.econbiz.de/10000168321
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On extreme value statistics : maximum likelihood portfolio optimization extremal rainfall internet auctions
Chen Zhou - 2008
Persistent link: https://www.econbiz.de/10003775890
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Discrete choice modeling with nonstationary panels and robust covariance matrix estimation
Jin, Sainan - 2004
Persistent link: https://www.econbiz.de/10003383693
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Three essays in financial economics
Xu, Yuewu - 2004
Persistent link: https://www.econbiz.de/10003384088