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Nonparametric Density Estimati...
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Nichtparametrische Schätzung
111
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62
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52
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45
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41
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Beran, Jan
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Blasques, Francisco
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Caporale, Guglielmo Maria
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Dunker, Fabian
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Gao, Jiti
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Hoderlein, Stefan
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Hualde, Javier
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Kaido, Hiroaki
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Koopman, Siem Jan
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Linton, Oliver
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Haile, Philip A.
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Ocker, Dirk
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Paula, Áureo de
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Phillips, Peter C. B.
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Li, Degui
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Mandjes, Michel
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Merlo, Antonio
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Wilhelm, Daniel
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Yuan, Ao
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Berry, Steven
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Bjørndal, Endre
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3
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3
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ECONIS (ZBW)
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EconStor
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CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
2
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
3
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
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
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:
6
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:
7
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:
8
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:
9
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
-
2014
Persistent link: https://www.econbiz.de/10010470638
Saved in:
10
The measurement of internet availability and quality in the context of the discussion on digital divide
Lüdering, Jochen
-
2015
My contribution is concerned with measures of Internet quality and availability used and usable in the analysis of the so called digital divide. The usage of the share of Internet users in the population - widely used in economic analysis - can easily be misleading in this debate, suggesting...
Persistent link: https://www.econbiz.de/10011335959
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