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type_genre:"Sammelwerk"
~person:"Harvey, Andrew C."
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Estimation theory
8
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Harvey, Andrew C.
Härdle, Wolfgang
104
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95
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75
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67
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65
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64
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57
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51
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48
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47
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45
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38
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38
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36
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34
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34
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34
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31
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30
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30
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30
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29
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29
Kitagawa, Toru
28
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28
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27
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27
Kilian, Lutz
27
Lewbel, Arthur
27
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26
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ECONIS (ZBW)
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1
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
2
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772443
Saved in:
3
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
4
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
5
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
6
Readings in unobserved components models
Harvey, Andrew C.
(
ed.
);
Proietti, Tommaso
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002421308
Saved in:
7
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
8
Time series
Harvey, Andrew C.
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000898299
Saved in:
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