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Asymptotic properties of least-squares estimators in seminar- tingale regression models

Christopeit, N. - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028403

Strong consistency of least squares estimators in the monotone regression model with stochastic regressors

Christopeit, N.; Tosstorff, G. - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028413

On stochastic "bang-bang" control for linear diffusions with point process observation

Christopeit, N.; Helmes, K. - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028453

Option pricing and optimal stopping Part I

Christopeit, N. - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028483

Minimax Estimator for linear models with nonrandom disturbances

Christopeit, N.; Girko, V. L. - University of Bonn, Germany - 1995

This paper collects some results of the authors on minimax estimation of parameters in linear (regression) models disturbed by some nuisance parameters. In contrast to conventional modelling, the disturbances are not specified as random variables but rather as unknown parameters, for which some...

Persistent link: https://www.econbiz.de/10005032187