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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Zhang, Xinyu"
~subject:"Prognoseverfahren"
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Nichtparametrisches Verfahren
Volatilität
Prognoseverfahren
Estimation theory
4
Schätztheorie
4
Asymptotic optimality
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Compound Poisson process
1
Cross-validation
1
Degeneracy of a spatial process
1
Forecasting model
1
Kernel estimation
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Model average
1
Model averaging
1
Modellierung
1
Multiple samples
1
Multiple threshold variables
1
Nonparametric regression
1
Nonparametric statistics
1
Prediction
1
Regression analysis
1
Regressionsanalyse
1
Sampling
1
Scientific modelling
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Shared parameters
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Stichprobenerhebung
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TAR model
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Tobit model
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Weighted Nadaraya-Watson method
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Zhang, Xinyu
Li, Qi
8
Su, Liangjun
6
Gao, Jiti
4
Racine, Jeffrey
4
Cai, Zongwu
3
Hsu, Yu-Chin
3
Li, Degui
3
Lieli, Robert P.
3
Peng, Liang
3
Van Keilegom, Ingrid
3
Ghysels, Eric
2
Hautsch, Nikolaus
2
Härdle, Wolfgang
2
Jing, Bingyi
2
Lan, Wei
2
Li, Dong
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Ling, Shiqing
2
Matsushita, Yukitoshi
2
Otsu, Taisuke
2
Phillips, Peter C. B.
2
Shephard, Neil G.
2
Sun, Yiguo
2
Ullah, Aman
2
Wan, Alan T. K.
2
Wilson, Paul W.
2
Xu, Ke-li
2
Yang, Xiye
2
You, Jinhong
2
Zhou, Yahong
2
Abrevaya, Jason
1
Ahn, Hyungtaik
1
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1
Almeida, Caio
1
Amado, Cristina
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An, Yonghong
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometric reviews
2
Discussion paper / Center for Economic Research, Tilburg University
1
Economic modelling
1
European journal of operational research : EJOR
1
Journal of econometrics
1
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Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
Kernel averaging estimators
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 157-169
Persistent link: https://www.econbiz.de/10013540662
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