//--> //--> //-->
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:"Theorie"
accessRights:"free"
~subject:"Robust statistics"
~isPartOf:"CREATES research paper"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Robust statistics
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
All
English
21
Author
All
Santucci de Magistris, Paolo
3
Berenguer-Rico, Vanessa
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Jansson, Michael
2
Johansen, Søren
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Rossi, Eduardo
2
Barndorff-Nielsen, Ole E.
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Christensen, Kim
1
Grassi, Stefano
1
Guégan, Dominique
1
Hansen, Peter Reinhard
1
Horel, Guillaume
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lange, Theis
1
MacKinnon, James G.
1
Mirone, Giorgio
1
Nielsen, Frank
1
Nielsen, Morten Ørregaard
1
Oomen, Roel
1
Podolskij, Mark
1
Riquelme, Juan Andres
1
Sibbertsen, Philipp
1
Tolver Jensen, Anders
1
Veraart, Almut E. D.
1
Yang, Yukai
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper series / IZA
57
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
SFB 649 discussion paper
39
Working paper / National Bureau of Economic Research, Inc.
39
CEMMAP working papers / Centre for Microdata Methods and Practice
34
Cowles Foundation discussion paper
28
Discussion paper / Center for Economic Research, Tilburg University
27
KBI
21
Technical working paper / National Bureau of Economic Research
19
CESifo working papers
18
Discussion papers of interdisciplinary research project 373
18
Discussion paper
13
Discussion paper / Tinbergen Institute
12
Working papers / Rutgers University, Department of Economics
12
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
12
Cambridge working papers in economics
11
Finance and economics discussion series
11
NBER working paper series
10
Cahiers du Département d'Econométrie
9
Memorandum / Department of Economics, University of Oslo
9
NBER Working Paper
9
Working papers / Department of Economics, The Johns Hopkins University
9
CoFE discussion papers
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
Economics working paper
8
ZEW discussion papers
8
CORE discussion paper : DP
7
Discussion paper / Department of Economics, University of California San Diego
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
IZA Discussion Paper
7
Massachusetts Institute of Technology Department of Economics working paper series : working paper
7
Discussion paper / Deutsche Bundesbank
6
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Economics discussion papers
6
Working paper series / European Central Bank ; Eurosystem
6
Economics / Discussion papers : the open-access, open-assessment e-journal
5
IHS economics series : working paper
5
International finance discussion papers
5
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
21
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
2
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
3
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
4
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
5
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
6
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
7
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
8
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
9
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
10
Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2011
Persistent link: https://www.econbiz.de/10008986686
Saved in:
11
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
12
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
13
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
-
2010
Persistent link: https://www.econbiz.de/10008651702
Saved in:
14
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
15
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
16
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
17
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
18
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
19
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
20
Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank
-
2009
Persistent link: https://www.econbiz.de/10003875666
Saved in:
21
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->