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Stochastic process
Estimation theory
738
Schätztheorie
738
Theorie
717
Theory
717
Time series analysis
327
Zeitreihenanalyse
327
Nichtparametrisches Verfahren
173
Nonparametric statistics
173
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157
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157
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118
Statistischer Test
118
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95
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95
Cointegration
83
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82
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73
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73
Autocorrelation
65
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65
Stochastischer Prozess
62
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61
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61
Statistical distribution
51
Statistische Verteilung
51
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50
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50
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47
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47
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44
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44
Statistical theory
44
Statistische Methodenlehre
44
Method of moments
42
Momentenmethode
42
Induktive Statistik
40
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40
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37
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37
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Phillips, Peter C. B.
6
Bandi, Federico M.
3
Lieberman, Offer
3
Robinson, Peter M.
3
Arteche, Josu
2
Cavaliere, Giuseppe
2
Davidson, James E. H.
2
Georgiev, Iliyan
2
Han, Chirok
2
Hashimzade, Nigar
2
Kanaya, Shin
2
Park, Joon Y.
2
Stelzer, Robert
2
Tanaka, Katsuto
2
Taylor, Robert
2
Wang, Qiying
2
Yu, Jun
2
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1
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1
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1
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1
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1
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Econometric theory
60
Essays in honor of Joon Y. Park : econometric theory
2
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ECONIS (ZBW)
62
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1
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
2
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
3
Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya
;
Pedersen, Rasmus Søndergaard
- In:
Econometric theory
38
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
Saved in:
4
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
5
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
6
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
7
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
8
Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto
- In:
Econometric theory
35
(
2019
)
5
,
pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190
Saved in:
9
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
11
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
12
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
13
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan
;
Wang, Qiying
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
Saved in:
14
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
15
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Saved in:
16
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
17
Convergence rates of sums of α-mixing triangualr arrays : with an application to nonparametric drift function estimation of continuous-time processes
Kanaya, Shin
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1121-1153
Persistent link: https://www.econbiz.de/10011810254
Saved in:
18
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
19
Signal extraction in long memory stochastic volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
Saved in:
20
An adaptive test of stochastic monotonicity
Četverikov, Denis N.
;
Wilhelm, Daniel
;
Kim, Dongwoo
- In:
Econometric theory
37
(
2021
)
3
,
pp. 495-536
Persistent link: https://www.econbiz.de/10012593446
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