First Page | Document Content | |
---|---|---|
![]() Date: 2010-07-14 00:04:52Statistical theory Partial differential equation Mathematics Symbol Errors-in-variables models Estimation theory Statistics Maximum likelihood | Source URL: www.nt.ntnu.noDownload Document from Source WebsiteFile Size: 199,66 KBShare Document on Facebook |
![]() | Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006DocID: 1r49z - View Document |
![]() | Nonparametric regression for locally stationary time seriesDocID: 1qYW4 - View Document |
![]() | Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models Bernd Funovitsā Abstract This paper deals with the number of free parameters in the reduced form of a linear multivariate ratioDocID: 1qoVk - View Document |
![]() | Nonparametric Regression For Locally Stationary Time Series Michael Vogt* University of Cambridge July 27, 2012DocID: 1pw1M - View Document |
![]() | Special Issue Paper Received: 2 November 2012, Environmetrics Revised: 10 April 2013,DocID: 1prYU - View Document |