flavonoids 发表于 2025-3-26 22:41:31

Henning Groenzin,Oliver C. Mullinslinear autoregression. The volatility function is estimated with a kernel estimator based on the squared residuals of the mean function. Asymptotic bias and variance of these estimators are investigated. The proposals are applied to daily exchange rates of DEM/USD.

征服 发表于 2025-3-27 05:08:53

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鸵鸟 发表于 2025-3-27 08:00:26

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epicondylitis 发表于 2025-3-27 13:03:40

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唤起 发表于 2025-3-27 16:23:05

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expository 发表于 2025-3-27 19:31:10

ML Estimation from Binomial Data with Misclassifications. We show how to apply this strategy for the estimation of a binomial proportion parameter and try to answer the question which method should be preferred by comparing the asymptotic variances of the estimators.

Locale 发表于 2025-3-28 00:08:58

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mastoid-bone 发表于 2025-3-28 04:34:14

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女上瘾 发表于 2025-3-28 07:01:18

,Die Unterbettung von Asphaltstraßen,ighted form. Asymptotic behaviour of the locally weighted least squares estimator is shown to be equivalent to the local likelihood estimate. The performance of the estimator is illustrated by a small simulation study and an application to ordinal regression.

怕失去钱 发表于 2025-3-28 13:07:32

Lucio Luciani (Head),Francesco Piscioli in the original model. Moreover, we shall demonstrate that related estimation procedures also cannot be expected to provide a substantial improvement over the OLS-method. For this analysis the tools from the theory of oblique and orthogonal projectors will turn out to be extremely helpful.
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查看完整版本: Titlebook: Econometrics in Theory and Practice; Festschrift for Hans Robert Galata,Helmut Küchenhoff Book 1998 Physica-Verlag Heidelberg 1998 Entschei