- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Classification
-
Mathematik
- Keyword
-
Zeitreihenanalyse
Schätztheorie
Nichtparametrisches Verfahren
- Event
-
Veröffentlichung
- (where)
-
Dortmund
- (who)
-
Universitätsbibliothek Dortmund
- (when)
-
2003
- Creator
- Handle
-
2003/4990
- URN
-
urn:nbn:de:101:1-2016080319544
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:48 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Pawlak, Mirek
- Rafajlowicz, Ewaryst
- Steland, Ansgar
- Universitätsbibliothek Dortmund
Time of origin
- 2003
Other Objects (12)
On detecting jumps in time series: Nonparametric setting
Nonparametric estimation of the jump component in financial time series
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Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
On nonparametric methods for robust jump preserving smoothing and trend detection
Detecting heteroskedasticity in nonparametric regression using weighted empirical processes
Nonparametric curve estimation from time series
Nonparametric lag selection for time series
Nonparametric factor analysis of time series
Nonparametric modelling of financial time series
Nonparametric Factor Analysis of Time Series
Nonparametric Lag Selection for Time Series
On detecting jumps in time series: Nonparametric setting
Nonparametric estimation of the jump component in financial time series
Nonparametric estimation of the jump component in financial time series
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
On nonparametric methods for robust jump preserving smoothing and trend detection
Detecting heteroskedasticity in nonparametric regression using weighted empirical processes
Nonparametric curve estimation from time series
Nonparametric lag selection for time series
Nonparametric factor analysis of time series
Nonparametric modelling of financial time series
Nonparametric Factor Analysis of Time Series
Nonparametric Lag Selection for Time Series
On detecting jumps in time series: Nonparametric setting
Nonparametric estimation of the jump component in financial time series
Nonparametric estimation of the jump component in financial time series
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
On nonparametric methods for robust jump preserving smoothing and trend detection
Detecting heteroskedasticity in nonparametric regression using weighted empirical processes
Nonparametric curve estimation from time series
Nonparametric lag selection for time series
Nonparametric factor analysis of time series
Nonparametric modelling of financial time series
Nonparametric Factor Analysis of Time Series