A simple nonparametric method to estimate the expected time to cross a threshold (Q511571)
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scientific article; zbMATH DE number 6687638
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| English | A simple nonparametric method to estimate the expected time to cross a threshold |
scientific article; zbMATH DE number 6687638 |
Statements
A simple nonparametric method to estimate the expected time to cross a threshold (English)
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21 February 2017
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expected time
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nonparametric estimator
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real exchange rates
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