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~isPartOf:"ECARES working paper"
~person:"La Vecchia, Davide"
~subject:"Estimation theory"
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Estimation theory
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätztheorie
4
Distribution-freeness
3
Local asymptotic normality
2
Multivariate ranks
2
Ranking method
2
Ranking-Verfahren
2
ARCH model
1
ARCH-Modell
1
Conditional heteroskedasticity
1
Durbin-Watson
1
Forecasting
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Forecasting model
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Heteroscedasticity
1
Heteroskedastizität
1
Hájek representation
1
L ́evy processes
1
Measure transportation
1
One-step R-estimators
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Prognoseverfahren
1
Quasi likelihood estimation
1
Skew innovation density
1
Statistical distribution
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Statistical test
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Statistische Verteilung
1
Statistischer Test
1
Time series analysis
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VAR model
1
VAR order identification
1
VAR-Modell
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Zeitreihenanalyse
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efficiency
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irregularly spaced data
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local asymptotic normality
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quasi-likelihood
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ranks
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La Vecchia, Davide
Hallin, Marc
14
Akharif, Abdelhadi
2
Barrio, Eustasio del
2
Fihri, Mohamed
2
Gonzalez-Sanz, Alberto
2
Liu, Hang
2
Mellouk, Amal
2
Babić, Slađana
1
Cassart, Delphine
1
Gelbgras, Laetitia
1
Hlubinka, Daniel
1
Hotta, Luiz K.
1
Hudecová, Šárka
1
Ley, Christophe
1
Mazzeu, João H. G.
1
Mordant, Gilles
1
Paindaveine, Davy
1
Pereira, Pedro L. Valls
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Siman, Miroslav
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ECARES working paper
Journal of econometrics
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ECONIS (ZBW)
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Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2020
Persistent link: https://www.econbiz.de/10012317217
Saved in:
2
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
Saved in:
3
A simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
-
2017
Persistent link: https://www.econbiz.de/10011673050
Saved in:
4
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
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