//--> //--> //--> //-->
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:"Volatilität"
type_genre:"Graue Literatur"
~person:"Daouia, Abdelaati"
~person:"Sentana, Enrique"
~subject:"Statistische Verteilung"
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
Volatilität
Statistische Verteilung
Estimation theory
49
Schätztheorie
49
Statistical test
19
Statistischer Test
19
Statistical distribution
9
Regression analysis
7
Regressionsanalyse
7
Theorie
7
Theory
7
VAR model
7
VAR-Modell
7
Ausreißer
6
Hessian matrix
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Outliers
6
Estimation
5
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Extreme values
4
Heavy tails
4
Multivariate Analyse
4
Multivariate analysis
4
Risiko
4
Risikomaß
4
Risk
4
Risk measure
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
outer product of the score
4
Capital income
3
more ...
less ...
Online availability
All
Free
9
Undetermined
3
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
13
Non-commercial literature
13
Working Paper
13
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
13
Author
All
Daouia, Abdelaati
Sentana, Enrique
Koopman, Siem Jan
12
Einmahl, John H. J.
11
Phillips, Peter C. B.
10
Härdle, Wolfgang
9
Lucas, André
9
Dijk, Dick van
7
Brandt, Michael W.
6
Butucea, Cristina
6
Gouriéroux, Christian
6
Linton, Oliver
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Blasques, Francisco
5
Bouezmarni, Taoufik
5
Croux, Christophe
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Posch, Olaf
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Stupfler, Gilles
5
Vries, Casper G. de
5
Alizadeh, Sassan
4
Amengual, Dante
4
Chan, Joshua
4
Chernozhukov, Victor
4
Craig, Ben R.
4
Daníelsson, Jón
4
Gather, Ursula
4
Gorgi, Paolo
4
Keller, Joachim G.
4
León-González, Roberto
4
Läuter, Henning
4
Malec, Peter
4
Parra-Alvarez, Juan Carlos
4
Rombouts, Jeroen V. K.
4
Sibbertsen, Philipp
4
more ...
less ...
Published in...
All
Working papers / TSE : WP
6
CEMFI working paper
3
Discussion papers / CEPR
3
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
4
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
5
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
6
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012208314
Saved in:
7
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
8
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
9
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011654776
Saved in:
10
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->