N. Christopeit

发表

A Convergence Theorem for Random Linear Combinations of Independent Normal Random Variables

K. Helmes, N. Christopeit, 1979 .

Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors

N. Christopeit, N. Christopeit, G. Tosstorff, 1987 .

Solution of the limited risk problem without rank conditions

N. Christopeit, 1979 .

Some comments on a simple nonlinear filter with application to adaptive control

N. Christopeit, 1994 .

Limited risk control of the ornstein-uhleeck process

K. Helmes, N. Christopeit, 1980 .

Stochastic Differential Systems

K. Helmes, M. Kohlmann, N. Christopeit, 1982 .

Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning

N. Christopeit, M. Massmann, 2017, Electronic Journal of Statistics.

ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING

N. Christopeit, M. Massmann, 2015, Econometric Theory.

Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning

N. Christopeit, M. Massmann, 2010 .

Local Partitioned Regression

Stefan Hoderlein, N. Christopeit, 2006 .

Estimating parameters of an extreme value distribution by the method of moments

N. Christopeit, N. Christopeit, 1994 .

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

N. Christopeit, M. Massmann, 2012 .

On the existence and characterization of arbitrage–free measure in contingent claim valuation

M. Musiela, N. Christopeit, 1994 .

Stochastic Differential Systems (Lecture Notes in Control and Information Sciences).

H. Kushner, K. Helmes, N. Christopeit, 1987 .

Necessary Optimality Conditions with Application to a Variational Problem

N. Christopeit, 1977 .