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subject:"Probability theory"
subject:"Time series analysis"
~person:"Nelson, Daniel B."
~subject:"1928-1990"
~subject:"Multivariate Analyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
1928-1990
Multivariate Analyse
Estimation theory
10
Schätztheorie
10
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9
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9
Zeitreihenanalyse
7
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8
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Nelson, Daniel B.
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Linton, Oliver
18
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Harvey, Andrew C.
14
Johansen, Søren
14
Perron, Pierre
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Xiao, Zhijie
13
Tauchen, George Eugene
11
Baillie, Richard
10
Koop, Gary
10
McAleer, Michael
10
Robinson, Peter M.
10
Zhu, Ke
10
Chen, Xiaohong
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Li, Jia
9
Lucas, André
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Fan, Jianqing
8
Franses, Philip Hans
8
Ghysels, Eric
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
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8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
2
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
2
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001194795
Saved in:
3
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
4
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
Saved in:
5
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
6
Inequality constraints in the univariate GARCH model
Nelson, Daniel B.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 229-235
Persistent link: https://www.econbiz.de/10001124462
Saved in:
7
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
8
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
- In:
Econometric theory
6
(
1990
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10001118101
Saved in:
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