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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"CREATES research paper"
~isPartOf:"Operations research"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Stochastic process
Estimation theory
212
Schätztheorie
212
Time series analysis
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Zeitreihenanalyse
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Nichtparametrisches Verfahren
28
Nonparametric statistics
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Fu, Michael
4
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Floor Brix, Anne
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Heidergott, Bernd
2
Kristensen, Dennis
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Lam, Henry
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Pakkanen, Mikko S.
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Peng, Yijie
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Chen, Bor-Chung
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Corcuera, José Manual
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Dentcheva, Darinka
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Applying maximum entropy to econometric problems
CREATES research paper
Operations research
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
35
Econometric reviews
34
Discussion paper / Tinbergen Institute
31
Computational economics
26
Economic modelling
24
European journal of operational research : EJOR
22
Econometric theory
21
The econometrics journal
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER Working Paper
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper / National Bureau of Economic Research, Inc.
16
Econometrics : open access journal
15
Applied economics letters
14
Applied economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
NBER working paper series
13
Cowles Foundation discussion paper
12
Journal of the American Statistical Association : JASA
12
Mathematics of operations research
12
Risks : open access journal
12
Discussion papers of interdisciplinary research project 373
11
Insurance / Mathematics & economics
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of productivity analysis
10
Quantitative economics : QE ; journal of the Econometric Society
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
International journal of theoretical and applied finance
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
Quantitative finance
9
SFB 649 discussion paper
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
4
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
5
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
6
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
7
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
8
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
9
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
10
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
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