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subject:"Time series analysis"
type_genre:"Collection of articles of several authors"
~person:"Bauwens, Luc"
~person:"Forbes, Catherine Scipione"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
22
Schätztheorie
22
Zeitreihenanalyse
11
Theorie
10
Theory
10
Correlation
5
Korrelation
5
Bayes-Statistik
4
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3
ARCH-Modell
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Analysis of variance
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Börsenkurs
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Hadamard exponential matrix
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Linear algebra
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Share price
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Statistical theory
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Estimation
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dynamic covariances and correlations
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realized covariances
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13.07.1995
1
Bayesian Inference
1
Bayesian estimation
1
Belgien
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Collection of articles of several authors
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Bauwens, Luc
Forbes, Catherine Scipione
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
18
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Lucas, André
15
Kapetanios, George
14
Linton, Oliver
13
Peng, Bin
13
Swanson, Norman R.
13
Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Nielsen, Bent
12
Pesaran, M. Hashem
12
Hyndman, Rob J.
11
Gómez, Víctor
10
Li, Degui
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Marcellino, Massimiliano
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Andersen, Torben
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Breitung, Jörg
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Econometrics Conference <1995, Melbourne>
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Monash University / Department of Econometrics
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ECONIS (ZBW)
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We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
5
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
6
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
7
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
8
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
9
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
10
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
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