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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of forecasting"
~subject:"Estimation theory"
~subject:"Wahrscheinlichkeitsrechnung"
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Schätztheorie
Estimation theory
Wahrscheinlichkeitsrechnung
Theorie
1,475
Theory
1,475
Forecasting model
685
Prognoseverfahren
685
Time series analysis
389
Zeitreihenanalyse
389
Estimation
165
Schätzung
165
Forecast
113
Prognose
112
Volatility
105
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105
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87
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86
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Robert, Christian P.
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11
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8
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Zakoïan, Jean-Michel
7
Breitung, Jörg
6
Francq, Christian
6
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Butucea, Cristina
4
Comte, Fabienne
4
Delecroix, Michel
4
Jasiak, Joann
4
Kim, Woocheol
4
Küchler, Uwe
4
Rieder, Helmut
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Robin, Jean-Marc
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Tjostheim, Dag
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Yang, Lijian
4
Billio, Monica
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Bunke, Olaf
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Darolles, Serge
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Guerre, Emmanuel
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Hardouin, C.
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Horowitz, Joel
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Léorat, Guillaume
3
Mammen, Enno
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Renault, Eric
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Sperlich, Stefan
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Touzi, Nizar
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Casella, George
2
Crépon, Bruno
2
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of forecasting
Economics letters
429
Journal of econometrics
388
Econometric theory
292
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
259
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
216
Série des documents de travail / Centre de Recherche en Économie et Statistique
170
Econometric reviews
141
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Journal of applied econometrics
139
Discussion paper / Tinbergen Institute
125
The review of economics and statistics
124
Insurance / Mathematics & economics
117
Oxford bulletin of economics and statistics
104
Discussion paper / Center for Economic Research, Tilburg University
97
Working paper / National Bureau of Economic Research, Inc.
92
Statistical papers
91
CORE discussion paper : DP
86
European journal of operational research : EJOR
74
Metrika : international journal for theoretical and applied statistics
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
65
International economic review
62
Annales d'économie et de statistique
60
Technical working paper / National Bureau of Economic Research
60
American journal of agricultural economics
59
Report / Econometric Institute, Erasmus University Rotterdam
56
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
55
Europäische Hochschulschriften / 5
55
Risks : open access journal
55
Applied economics
53
Discussion paper series / IZA
53
Working paper series
52
Journal of forecasting
51
Journal of the Royal Statistical Society
51
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
51
Discussion paper / Tinbergen Institute / Tinbergen Institute
50
Management science : journal of the Institute for Operations Research and the Management Sciences
50
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ECONIS (ZBW)
230
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1
Parameter-efficient deep probabilistic forecasting
Sprangers, Olivier
;
Schelter, Sebastian
;
Rijke, Maarten de
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 332-345
Persistent link: https://www.econbiz.de/10014462783
Saved in:
2
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
3
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Taillardat, Maxime
;
Fougères, Anne-Laure
;
Naveau, Philippe
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1448-1459
Persistent link: https://www.econbiz.de/10014465293
Saved in:
4
Comparing probabilistic forecasts of the daily minimum and maximum temperature
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 267-281
Persistent link: https://www.econbiz.de/10013347810
Saved in:
5
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
6
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series
Nasios, Ioannis
;
Vogklis, Konstantinos
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1448-1459
Persistent link: https://www.econbiz.de/10014381109
Saved in:
7
Probabilistic recalibration of forecasts
Graziani, Carlo
;
Rosner, Robert
;
Adams, Jennifer M.
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012692513
Saved in:
8
Probabilistic access forecasting for improved offshore operations
Gilbert, Ciaran
;
Browell, Jethro
;
McMillan, David
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10012692675
Saved in:
9
Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?
Marcjasz, Grzegorz
;
Uniejewski, Bartosz
;
Weron, Rafał
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 466-479
Persistent link: https://www.econbiz.de/10012415156
Saved in:
10
A strategic predictive distribution for tests of probabilistic calibration
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1380-1388
Persistent link: https://www.econbiz.de/10012546789
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