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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Bayesian inference"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Bayesian inference
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
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10
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Maximum likelihood estimation
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Estimation
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Monte Carlo simulation
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5
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5
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14
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15
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Gouriéroux, Christian
3
Jasiak, Joann
3
Gayraud, Ghislaine
2
Robert, Christian P.
2
Rousseau, Judith
2
Arbel, Julyan
1
Bertholon, Henri
1
Casella, George
1
Celeux, Gilles
1
Cressie, Noel A. C.
1
Dauxois, Jean-Yves
1
El Anbari, Mohammed
1
Fermanian, Jean-David
1
Ghysels, Eric
1
Guerre, Emmanuel
1
Kirmani, Syed N. U. A.
1
Li, Dong
1
Ling, Shiqing
1
Maes, J.
1
Malongo, Hassan
1
Marin, Jean-Michel
1
Monfort, Alain
1
Pastorello, Sergio
1
Pegoraro, Fulvio
1
Renault, Eric
1
Rosenbaum, Mathieu
1
Sufana, Razvan
1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
44
CREATES research paper
28
Working paper / Department of Econometrics and Business Statistics, Monash University
25
SFB 649 discussion paper
18
Working paper
17
Cowles Foundation discussion paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
NBER Working Paper
16
Discussion papers / CEPR
15
Discussion papers of interdisciplinary research project 373
14
Working papers
14
NBER working paper series
13
Working paper series
13
Discussion paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Cambridge working papers in economics
10
Discussion paper / Center for Economic Research, Tilburg University
10
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10
CESifo working papers
9
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9
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9
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8
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
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7
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7
Report / Econometric Institute, Erasmus University Rotterdam
7
Staff reports / Federal Reserve Bank of New York
7
Strathclyde discussion papers in economics
7
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7
CORE discussion papers : DP
6
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6
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6
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6
KBI
6
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5
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ECONIS (ZBW)
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1
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
2
Bayesian optimal adaptive estimation using a sieve prior
Arbel, Julyan
;
Gayraud, Ghislaine
;
Rousseau, Judith
-
2013
Persistent link: https://www.econbiz.de/10010342727
Saved in:
3
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
4
Regularization in regression : comparing Bayesian and frequentist methods in a poorly informative situation
Celeux, Gilles
;
El Anbari, Mohammed
;
Marin, Jean-Michel
; …
-
2010
Persistent link: https://www.econbiz.de/10009406553
Saved in:
5
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
6
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
7
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
Rates of convergence for a Bayesian level set estimation
Gayraud, Ghislaine
;
Rousseau, Judith
-
2003
Persistent link: https://www.econbiz.de/10001771885
Saved in:
10
Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
Saved in:
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