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| First Page | Document Content | |
|---|---|---|
 Non-parametric statistics Data analysis Statistical theory Normal distribution Kernel density estimation Variance Positive-definite kernel Consistent estimator Kalman filter Statistics Statistical inference Estimation theory |
| An alternative root-n consistent estimator for panel data binary choice modelsDocID: 1sjak - View Document |
| Castagnetti_Rossi_Trapani_31_Jan_2014.dviDocID: 1rclQ - View Document |
| Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 AbstractDocID: 1r4jL - View Document |
| 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 |
| Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of TechnologyDocID: 1qUbu - View Document |