//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schätzung"
subject:"Stochastic process"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Operations research"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Stochastic process
Estimation theory
135
Schätztheorie
135
Estimation
22
Time series analysis
20
Zeitreihenanalyse
20
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Stochastischer Prozess
16
Volatility
16
Volatilität
16
Simulation
15
ARCH model
12
ARCH-Modell
12
Risikomaß
12
Risk measure
12
Regression analysis
11
Regressionsanalyse
11
Market microstructure
10
Marktmikrostruktur
10
Mathematical programming
10
Mathematische Optimierung
10
Capital income
9
Kapitaleinkommen
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Portfolio selection
9
Portfolio-Management
9
Theorie
9
Theory
9
Bayesian inference
8
Correlation
8
Forecasting model
8
Korrelation
8
Prognoseverfahren
8
Bayes-Statistik
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Robust statistics
7
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
36
Language
All
English
36
Author
All
Fu, Michael
3
Audrino, Francesco
2
Ahlgren, Niklas
1
Antell, Jan
1
Baillon, Aurélien
1
Balter, Janine
1
Bleichrodt, Han
1
Bos, Charles S.
1
Braverman, Anton
1
Broadie, Mark
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Chun, So Yeon
1
Cillo, Alessandra
1
Corsi, Fulvio
1
Dai, J. G.
1
Delēs, Manthos D.
1
Dentcheva, Darinka
1
Du, Yiping
1
Engle, Robert F.
1
Fang, Xiao
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Giet, Ludovic
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hassler, Uwe
1
Heidergott, Bernd
1
Herwartz, Helmut
1
Hong, L. Jeff
1
Horváth, Lajos
1
Hu, Jian-Qiang
1
Hurn, Stan
1
Härdle, Wolfgang
1
Iosifidi, Maria
1
Janus, Paweł
1
Jeisman, J. I.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Operations research
Journal of econometrics
251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
118
Econometric reviews
65
Economic modelling
58
Applied economics letters
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
43
Journal of applied econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometric theory
38
Quantitative economics : QE ; journal of the Econometric Society
35
The econometrics journal
33
Econometrics : open access journal
29
European journal of operational research : EJOR
29
Journal of the American Statistical Association : JASA
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of banking & finance
28
Journal of empirical finance
26
Computational economics
25
International journal of forecasting
24
Insurance / Mathematics & economics
23
The review of economics and statistics
22
Finance research letters
21
Journal of financial econometrics
21
Journal of forecasting
21
International journal of economics and financial issues : IJEFI
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Energy economics
18
Journal of risk and financial management : JRFM
18
Journal of productivity analysis
17
Quantitative finance
17
Journal of risk
15
Mathematics of operations research
13
Risks : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
13
The empirical economics letters : a monthly international journal of economics
13
The journal of real estate finance and economics
13
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
2
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
3
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
4
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
Saved in:
5
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
6
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
9
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
10
An expectation-maximization method to estimate a rank-based choice model of demand
Van Ryzin, Garrett
;
Vulcano, Gustavo
- In:
Operations research
65
(
2017
)
2
,
pp. 396-407
Persistent link: https://www.econbiz.de/10011673157
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->