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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~person:"Kristensen, Dennis"
~subject:"Time series analysis"
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Schätzung
Time series analysis
Estimation theory
9
Schätztheorie
9
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Zeitreihenanalyse
4
Statistical test
3
Statistischer Test
3
Core
2
Estimation
2
Stochastic process
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Stochastischer Prozess
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Volatility
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ARCH model
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ARCH-Modell
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Asymptotic properties
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Autocorrelation
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Autokorrelation
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Cointegration
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Correlation
1
Innovation diffusion
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Innovationsdiffusion
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Kointegration
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Korrelation
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Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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Modellierung
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Multivariate Verteilung
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Multivariate distribution
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Quasi-maximum likelihood
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Robust inference
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Scientific modelling
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Statistical distribution
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Kristensen, Dennis
Nielsen, Morten Ørregaard
13
Johansen, Søren
8
Teräsvirta, Timo
7
Su, Liangjun
6
Taylor, Robert
6
Gao, Jiti
5
Cavaliere, Giuseppe
4
Podolskij, Mark
4
Christensen, Kim
3
Ergemen, Yunus Emre
3
Franses, Philip Hans
3
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Nielsen, Bent
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Tjostheim, Dag
3
Ullah, Aman
3
Andersen, Torben
2
Bauwens, Luc
2
Bera, Anil K.
2
Bollerslev, Tim
2
Caner, Mehmet
2
Casas, Isabel
2
Christensen, Bent Jesper
2
Demetrescu, Matei
2
Einmahl, John H. J.
2
Escanciano, Juan Carlos
2
Ferreira, Eva
2
Fiebig, Denzil G.
2
Ghysels, Eric
2
González-Rivera, Gloria
2
Grassi, Stefano
2
Haldrup, Niels
2
Hall, Alastair R.
2
Hautsch, Nikolaus
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Higgins, Matthew Lawrence
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Journal of econometrics
2
Journal of empirical finance
2
CREATES Research Paper
1
CREATES Research Paper 2007-1
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial economics
1
The econometrics journal
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
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ECONIS (ZBW)
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Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
2
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
5
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
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