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subject:"United Kingdom"
subject:"Exchange rate"
~subject:"Stochastic process"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Exchange rate
Stochastic process
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
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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
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English
15
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Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Pakkanen, Mikko S.
2
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Floor Brix, Anne
1
Guégan, Dominique
1
Kanaya, Shin
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Sørensen, Michael
1
Veraart, Almut E. D.
1
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CREATES research paper
Journal of econometrics
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
28
Economics letters
24
Economic modelling
20
Econometric reviews
19
Journal of applied econometrics
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Econometric theory
16
Discussion paper
15
European journal of operational research : EJOR
13
Journal of empirical finance
13
Working paper / National Bureau of Economic Research, Inc.
13
Cowles Foundation discussion paper
12
Discussion papers of interdisciplinary research project 373
12
NBER Working Paper
12
NBER working paper series
12
Oxford bulletin of economics and statistics
12
Mathematics of operations research
11
Journal of banking & finance
10
Journal of international money and finance
10
Operations research
10
SFB 649 discussion paper
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational economics
9
Discussion paper / A
9
International journal of economics and financial issues : IJEFI
9
Quantitative finance
9
Working paper
9
Applied economics letters
8
Discussion papers in economics
8
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
International economic journal
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Journal of productivity analysis
8
The econometrics journal
8
Applied economics
7
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ECONIS (ZBW)
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
4
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
Saved in:
5
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
6
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
7
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
8
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
9
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
10
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
Saved in:
11
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
12
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
13
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:
14
Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank
-
2009
Persistent link: https://www.econbiz.de/10003875666
Saved in:
15
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
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