Zoekresultaten
Resultaat 1 - 20 (van 28)
Jan G. de Gooijer Contributions to univariate time series analysis with an application to Dutch stock market prices
Non-fictie
Engels | 398 pagina's | 1984
Gedrukt boek
Jan G. de Gooijer | Ao Yuan Kernel-smoothed conditional quantiles of correlated bivariate discrete data
Non-fictie
Engels | 28 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2011
Gedrukt boek
Jan G. de Gooijer | Ao Yuan Some exact tests for manifest properties of latent trait models
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Jan G. de Gooijer | Cees Diks | Lukasz T. Gatarek Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns
Non-fictie
Engels | 18 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
Yebin Cheng | Jan G. de Gooijer | Dawit Zerom Efficient estimation of an additive quantile regression model
Non-fictie
Engels | 35 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
Jan G. de Gooijer | Ao Yuan MDL mean function selection in semiparametric kernel regression models
Non-fictie
Engels | 13 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Ao Yuan | Jan G. de Gooijer Semiparametric regression with kernel error model
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2006
Gedrukt boek
Yebin Cheng | Jan G. de Gooijer Bahadur representation for the nonparametric M-estimator under 'α'-mixing dependence
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Jan G. de Gooijer | Rob J. Hyndman 25 Years of IIF time series forecasting
Non-fictie
Engels | 39 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Yebin Cheng | Jan G. de Gooijer On the u-th geometric conditional quantile
Non-fictie
Engels | 20 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
Jan G. de Gooijer | Dawit Zerom On conditional density estimation
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek
Jan G. de Gooijer | Antoni Vidiella-i-Anguera Modelling seasonalities in nonlinear inflation rates using SEASETARs
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Kurt Brännäs | Jan G. de Gooijer Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Jan G. de Gooijer | Dawit Zerom Kernel-based multistep-ahead predictions of the U.S. short-term interest rate
Non-fictie
Engels | 25 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1999
Gedrukt boek
Jan G. de Gooijer | Ali Gannoun | Irène Larramendy Nonparametric regression with serially correlated errors
Non-fictie
Engels | 19 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1999
Gedrukt boek
Pieter H.F.M. van Casteren | Jan G. de Gooijer Model selection by maximum entropy
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1996
Gedrukt boek
André Klein | Jan G. de Gooijer Cumulated prediction errors of multivariate time series models
Non-fictie
Engels | 9 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1996
Gedrukt boek
Kurt Brännäs | Jan G. de Gooijer | Timo Teräsvirta Testing linearity against nonlinear moving average models
Non-fictie
Engels | University of Amsterdam, Institute of Actuarial Sciences & Econometrics, Amsterdam | 1996
Gedrukt boek
Ibrahim Akman | Jan G. de Gooijer Component extraction analysis of multivariate time series
Non-fictie
Engels | 16 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1995
Gedrukt boek
Jan G. de Gooijer | Tarmo Pukkila On the expectation of estimators for general ARMA processes
Non-fictie
Engels | 12 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1994
Gedrukt boek