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person:"Gouriéroux, Christian"
type_genre:"Amtsdruckschrift"
~person:"Bruchez, Pierre-Alain"
~person:"Cressie, Noel A. C."
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Search: subject_exact:"Estimation theory"
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Estimation theory
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A modification of the HP filter aiming at reducing the end-point bias
Bruchez, Pierre-Alain
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367344
Saved in:
2
Will the Swiss fiscal rule lead to stabilization of the public debt? /[Author: P.-A. Bruchez
Bruchez, Pierre-Alain
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367369
Saved in:
3
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
4
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
7
Spatial mixture models based on exponential family conditional distributions
Kaiser, Mark S.
;
Cressie, Noel A. C.
;
Lee, Jae-hyung
-
2000
Persistent link: https://www.econbiz.de/10001470622
Saved in:
8
Spatial statistics applied to environmental problems in the life and medical sciences
Cressie, Noel A. C.
-
1999
Persistent link: https://www.econbiz.de/10001391157
Saved in:
9
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
10
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
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