Norbert Christopeit

Available identifiers

zbMath Open christopeit.norbertMaRDI QIDQ1914879

List of research outcomes

Publication	Date of Publication	Type
Strong consistency of the least squares estimator in regression models with adaptive learning	2019-05-17	Paper
Estimating structural parameters in regression models with adaptive learning	2018-01-04	Paper
WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE	2014-04-23	Paper
Local Partitioned Regression	2006-11-30	Paper
A Note on the Pricing of American Options	2004-12-16	Paper
Minimax estimators for linear models with nonrandom disturbances	1996-07-04	Paper
Linear minimax estimation with ellipsoidal constraints	1996-06-09	Paper
Some comments on a simple nonlinear filter with application to adaptive control	1995-05-28	Paper
Estimating parameters of an extreme value distribution by the method of moments	1994-09-13	Paper
On the existence and characterization of arbitrage–free measure in contingent claim valuation	1994-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q3360771	1990-01-01	Paper
Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3738414	1986-01-01	Paper
Quasi-least-squares estimation in semimartingale regression models	1986-01-01	Paper
On the existence of weak solutions to stochastic differential equations with degenerate diffusion	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3329345	1984-01-01	Paper
Existence of optimal controls for partially observed linear diffusions	1983-01-01	Paper
Discrete Approximation of Continuous Time Stochastic Control Systems	1983-01-01	Paper
On Benes' bang-bang control problem	1982-01-01	Paper
Optimal control for a class of partially observable systems†	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3312133	1982-01-01	Paper
Strong consistency of least squares estimators in linear regression models	1980-01-01	Paper
Existence of optimal stochastic controls under partial observation	1980-01-01	Paper
Optimal Stochastic Control with Special Information Patterns	1980-01-01	Paper
Limited risk control of the ornstein-uhleeck process	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3887331	1980-01-01	Paper
A convergence theorem for random linear combinations of independent normal random variables	1979-01-01	Paper
Controlled Ornstein-Uhlenbeck process with chance constraints	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3208555	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3865991	1979-01-01	Paper
A Stochastic Control Model with Chance Constraints	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4171955	1978-01-01	Paper
Necessary Optimality Conditions with Application to a Variational Problem	1977-01-01	Paper

Research outcomes over time

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