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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Prognoseverfahren
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastischer Prozess
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
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35
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English
35
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Teräsvirta, Timo
4
Bennedsen, Mikkel
3
Lunde, Asger
3
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Kristensen, Dennis
2
Lee, Tae-hwy
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Veraart, Almut E. D.
2
Amado, Cristina
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lahiri, Kajal
1
Medeiros, Marcelo C.
1
Neri, Luca
1
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CREATES research paper
Discussion paper / Tinbergen Institute
51
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Cowles Foundation discussion paper
18
SFB 649 discussion paper
17
Working paper
17
Discussion paper
15
Working papers / Rutgers University, Department of Economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
NBER Working Paper
13
NBER working paper series
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion papers of interdisciplinary research project 373
12
Working paper / National Bureau of Economic Research, Inc.
12
Working papers
12
Discussion papers / CEPR
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Finance and economics discussion series
10
Working papers series in theoretical and applied economics
10
CESifo working papers
9
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion papers in economics
8
EUI working paper / ECO
8
KBI
8
Umeå economic studies
8
CAMA working paper series
7
Cambridge working papers in economics
7
Discussion paper / Department of Economics, University of California San Diego
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Working paper series
7
Working paper series / European Central Bank
7
Working papers / TSE : WP
7
Discussion paper / Centre for Economic Policy Research
6
Documento de trabajo
6
GRIPS discussion papers
6
Research paper series / Swiss Finance Institute
6
Barcelona GSE working paper series : working paper
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
CORE discussion papers : DP
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Cambridge-INET working papers
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
8
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
9
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
10
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
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