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subject:"Estimation"
subject:"Volatilität"
~subject:"Maximum likelihood estimation"
~isPartOf:"Journal of the American Statistical Association : JASA"
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Estimation
Volatilität
Maximum likelihood estimation
Estimation theory
324
Schätztheorie
324
Regression analysis
89
Regressionsanalyse
89
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Time series analysis
34
Zeitreihenanalyse
34
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24
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21
Stichprobenerhebung
21
Induktive Statistik
18
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14
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Bootstrap-Verfahren
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Statistical method
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40
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Fan, Jianqing
3
Jing, Bingyi
2
Qin, Jing
2
Zeng, Donglin
2
Aït-Sahalia, Yacine
1
Basu, Sanjib
1
Boldea, Otilia
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Cai, T. Tony
1
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1
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1
Efron, Bradley
1
Ensor, Katherine Bennett
1
Fan, Yingying
1
Fernández, Miguel A.
1
Follmann, Dean A.
1
Francq, Christian
1
Freyermuth, Jean-Marc
1
Garratt, Anthony
1
Ghosh, Pulak
1
Gomes, M. Ivette
1
Huang, Chiung-yu
1
Ibrahim, Joseph George
1
James, Gareth M.
1
Jarrow, Robert A.
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Jin, Jiashun
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Katki, Hormuzd A.
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Lam, K. F.
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Lee, Kevin C.
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Leung, Denis H. Y.
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Li, Guoying
1
Li, Ta-hsin
1
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Lindsay, Bruce G.
1
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Journal of the American Statistical Association : JASA
Journal of econometrics
354
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Economics letters
145
Econometric reviews
84
Discussion paper / Tinbergen Institute
75
Economic modelling
65
Discussion paper series / IZA
62
Applied economics letters
61
NBER Working Paper
59
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Applied economics
49
NBER working paper series
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Econometric theory
43
The econometrics journal
43
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42
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Working paper
39
Journal of banking & finance
38
Working paper / National Bureau of Economic Research, Inc.
38
CESifo working papers
37
Econometrics : open access journal
36
Quantitative economics : QE ; journal of the Econometric Society
36
International journal of forecasting
35
Journal of empirical finance
35
Discussion paper
33
IZA Discussion Paper
33
CREATES research paper
32
Discussion papers / CEPR
32
Computational economics
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
European journal of operational research : EJOR
29
Insurance / Mathematics & economics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of forecasting
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Journal of financial econometrics
24
Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
2
Estimating the term structure with a semiparametric Bayesian hierarchical model : an application to corporate bonds
Cruz-Marcelo, Alejandro
;
Ensor, Katherine Bennett
; …
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 387-395
Persistent link: https://www.econbiz.de/10009267774
Saved in:
3
Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
Freyermuth, Jean-Marc
;
Ombao, Hernando
;
Sachs, Rainer von
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 634-646
Persistent link: https://www.econbiz.de/10008736085
Saved in:
4
Correlated z-values and the accuracy of large-scale statistical estimates
Efron, Bradley
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1042-1055
Persistent link: https://www.econbiz.de/10008737991
Saved in:
5
Bayesian analysis of cancer rates from SEER program using parametric and semiparametric joinpoint regression models
Ghosh, Pulak
;
Basu, Sanjib
;
Tiwari, Ram C.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 439-452
Persistent link: https://www.econbiz.de/10003885312
Saved in:
6
Nonparametric residue analysis of dynamic PET data with application to cerebral FDG studies in normals
O'Sullivan, Finbarr
;
Muzi, Mark
;
Spence, Alexander M.
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 556-571
Persistent link: https://www.econbiz.de/10003885366
Saved in:
7
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
8
Locally weighted censored quantile regression
Wang, Huixia Judy
;
Wang, Lan
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1117-1128
Persistent link: https://www.econbiz.de/10003902815
Saved in:
9
Jackknife empirical likelihood
Jing, Bingyi
;
Yuan, Junqing
;
Zhou, Wang
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
Saved in:
10
Semiparametric efficient estimation for incomplete longitudinal binary data, with application to smoking trends
Perin, Jamie
;
Preisser, John S.
;
Rathouz, Paul J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1373-1484
Persistent link: https://www.econbiz.de/10003992956
Saved in:
11
Empirical likelihood in missing data problems
Qin, Jing
;
Zhang, Biao
;
Leung, Denis H. Y.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1492-1503
Persistent link: https://www.econbiz.de/10003993009
Saved in:
12
Maximum likelihood estimation of the multivariate normal mixture model
Boldea, Otilia
;
Magnus, Jan R.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1539-1549
Persistent link: https://www.econbiz.de/10003993028
Saved in:
13
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
Saved in:
14
Estimation of parameters subject to order restrictions on a circle with application to estimation of phase angles of cell cycle genes
Rueda, Cristina
;
Fernández, Miguel A.
;
Peddada, Shyamal Das
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 338-347
Persistent link: https://www.econbiz.de/10003878197
Saved in:
15
Empirical likelihood-based estimation of the treatment effect in a pretest-posttest study
Huang, Chiung-yu
;
Qin, Jing
;
Follmann, Dean A.
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
483
,
pp. 1270-1280
Persistent link: https://www.econbiz.de/10003773464
Saved in:
16
Robust and efficient adaptive estimation of binary-choice regression models
Čížek, Pavel
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
482
,
pp. 687-696
Persistent link: https://www.econbiz.de/10003752058
Saved in:
17
Efficient local estimation for time-varying coefficients in deterministic dynamic models with applications to HIV-1 dynamics
Chen, Jianwei
;
Wu, Hulin
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
481
,
pp. 369-384
Persistent link: https://www.econbiz.de/10003676958
Saved in:
18
A sturdy reduced-bias extreme quantile (VaR) estimator
Gomes, M. Ivette
;
Pestana, Dinis
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 280-292
Persistent link: https://www.econbiz.de/10003431156
Saved in:
19
Variance reduction in multiparameter likelihood models
Cheng, Ming-yen
;
Peng, Liang
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 293-304
Persistent link: https://www.econbiz.de/10003431163
Saved in:
20
Empirical likelihood inference in nonlinear errors-in-covariables models with validation data
Stute, Winfried
;
Xue, Liugen
;
Zhu, Lixing
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003431190
Saved in:
21
Estimating the null and the proportion of nonnull effects in large-scale multiple comparisons
Jin, Jiashun
;
Cai, T. Tony
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 495-506
Persistent link: https://www.econbiz.de/10003490306
Saved in:
22
Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
Saved in:
23
Sieve maximum likelihood estimation for regression models with covariates missing at random
Chen, Qingxia
;
Zeng, Donglin
;
Ibrahim, Joseph George
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1309-1317
Persistent link: https://www.econbiz.de/10003625916
Saved in:
24
Importance sampling for estimating p values in linkage analysis
Shi, Jianxin
;
Siegmund, David
;
Yakir, Benny
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
479
,
pp. 929-937
Persistent link: https://www.econbiz.de/10003568023
Saved in:
25
Specifying and implementing nonparametric and semiparametric survival estimators in two-stage (nested) cohort studies with missing case data
Mark, Steven D.
;
Katki, Hormuzd A.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 460-471
Persistent link: https://www.econbiz.de/10003334426
Saved in:
26
On convergence and bias correction of a joint estimation algorithm for multiple sinusoidal frequencies
Song, Kai-sheng
;
Li, Ta-hsin
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
474
,
pp. 830-842
Persistent link: https://www.econbiz.de/10003334779
Saved in:
27
Estimation in multiple-frame surveys
Lohr, Sharon L.
;
Rao, J. N. K.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1019-1030
Persistent link: https://www.econbiz.de/10003375791
Saved in:
28
Locally efficient estimation with bivariate right-censored data
Quale, Christopher M.
;
Laan, Mark J. van der
;
Robins, …
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1076-1084
Persistent link: https://www.econbiz.de/10003375811
Saved in:
29
Estimation risks of identification disclosure in microdata
Reiter, Jerome P.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1103-1112
Persistent link: https://www.econbiz.de/10003239819
Saved in:
30
A pseudo-partial likelihood method for semiparametric survival regression with covariate errors
Zucker, David M.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
472
,
pp. 1264-1277
Persistent link: https://www.econbiz.de/10003241935
Saved in:
31
Maximum likelihood estimation for the proportional odds model with random effects
Zeng, Donglin
;
Lin, Danyu
;
Yin, Guosheng
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 470-483
Persistent link: https://www.econbiz.de/10002928906
Saved in:
32
Functional adaptive model estimation
James, Gareth M.
;
Silverman, B. W.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 565-576
Persistent link: https://www.econbiz.de/10002929663
Saved in:
33
Bayesian semiparametric isotonic regression for count data
Dunson, David B.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 618-627
Persistent link: https://www.econbiz.de/10002929793
Saved in:
34
A penalized nonparametric maximum likelihood approach to species richness estimation
Wang, Ji-peng Z.
;
Lindsay, Bruce G.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 942-959
Persistent link: https://www.econbiz.de/10003107833
Saved in:
35
Estimating the interest rate term structure of corporate debt with a semiparametric penalized spline model
Jarrow, Robert A.
;
Ruppert, David
;
Yu, Yan
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 57-66
Persistent link: https://www.econbiz.de/10002029382
Saved in:
36
Sieve maximum likelihood estimator for semiparametic regression models with current status data
Xue, Hongqi
;
Lam, K. F.
;
Li, Guoying
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
466
,
pp. 346-356
Persistent link: https://www.econbiz.de/10002095761
Saved in:
37
Combining independent regression estimators from multiple surveys
Merkouris, Takis
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
468
,
pp. 1131-1139
Persistent link: https://www.econbiz.de/10002507491
Saved in:
38
A reexamination of diffusion estimators with applications to financial model validdation
Fan, Jianqing
;
Zhang, Chunming
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
461
,
pp. 118-134
Persistent link: https://www.econbiz.de/10001754536
Saved in:
39
Characterizing additively closed discrete models by a property of their maximum likelihood estimators, with an application to generalized hermite distributions
Puig, Pedro
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 687-692
Persistent link: https://www.econbiz.de/10001828806
Saved in:
40
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
Saved in:
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