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subject:"Schätztheorie"
isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Portfolio selection"
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Schätztheorie
Portfolio selection
Theorie
229
Theory
229
Estimation theory
83
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26
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26
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26
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26
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19
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Gouriéroux, Christian
14
Robert, Christian P.
12
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7
Monfort, Alain
6
Zakoïan, Jean-Michel
6
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5
Philippe, Anne
5
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4
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Touzi, Nizar
3
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2
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2
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1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Economics letters
462
Journal of econometrics
398
Econometric theory
285
Insurance / Mathematics & economics
277
Working paper / National Bureau of Economic Research, Inc.
277
European journal of operational research : EJOR
266
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
257
Journal of banking & finance
253
NBER working paper series
239
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223
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149
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144
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142
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139
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136
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129
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121
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120
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118
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117
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Oxford bulletin of economics and statistics
103
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96
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95
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ECONIS (ZBW)
91
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1
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
2
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
3
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis
;
Guégan, Dominique
;
Léorat, Guillaume
-
1998
Persistent link: https://www.econbiz.de/10000984191
Saved in:
4
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
5
Functional law of the iterated logarithm for Kiefer processes
Menneteau, Ludovic
-
1998
Persistent link: https://www.econbiz.de/10000986279
Saved in:
6
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
7
The adaptive rate of convergence in a problem of pointwise density estimation
Butucea, Cristina
-
1998
Persistent link: https://www.econbiz.de/10000986959
Saved in:
8
A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
Dauxois, Jean-Yves
-
1998
Persistent link: https://www.econbiz.de/10000986961
Saved in:
9
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
10
Non-stationary Cox regression
Pons, Odile
;
Visser, Michael S.
-
1998
Persistent link: https://www.econbiz.de/10000987037
Saved in:
11
Exact adaptive pointwise estimation on Sobolev classes of densities
Butucea, Cristina
-
1998
Persistent link: https://www.econbiz.de/10000989402
Saved in:
12
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
13
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
14
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
15
Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000997342
Saved in:
16
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
17
Evidence and theory on asymmetries in US aggregate job flows
Collard, Fabrice
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000997347
Saved in:
18
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
19
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
20
Estimation in large and dissagregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.
;
Robin, Jean-Marc
-
1997
Persistent link: https://www.econbiz.de/10000961964
Saved in:
21
Imperfect estimation of the loss and non-linear costs : the optimal design of insurance contracts
Spaeter, Sandrine
-
1997
Persistent link: https://www.econbiz.de/10000965182
Saved in:
22
Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
Henry, Mark S.
-
1997
Persistent link: https://www.econbiz.de/10000980264
Saved in:
23
Design adaptive pointwise nearest neighbor regression
Guerre, Emmanuel
-
1997
Persistent link: https://www.econbiz.de/10000980272
Saved in:
24
An econometric analysis of household portfolio allocation
Fougère, Denis
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000980275
Saved in:
25
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
26
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
27
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
Saved in:
28
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
29
Nonparametric estimation of a diffusion equation from tick observations
Burgayran, E.
;
Darolles, Serge
-
1997
Persistent link: https://www.econbiz.de/10000984170
Saved in:
30
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
31
Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith
-
1997
Persistent link: https://www.econbiz.de/10000968639
Saved in:
32
Production functions : the search for identification
Griliches, Zvi
;
Mairesse, Jacques
-
1997
Persistent link: https://www.econbiz.de/10000973925
Saved in:
33
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
34
Moment estimation with attrition
Abowd, John M.
;
Crépon, Bruno
;
Kramarz, Francis
-
1997
Persistent link: https://www.econbiz.de/10000974842
Saved in:
35
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000975628
Saved in:
36
Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno
;
Salanié, Bernard
-
1997
Persistent link: https://www.econbiz.de/10000975629
Saved in:
37
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
38
Développement limité d'une diffusion en temps petit : estimation du prix d'une option sur maxima proche de sa maturité
Corbin, O.
;
Leblanc, Boris
-
1996
Persistent link: https://www.econbiz.de/10000936188
Saved in:
39
Estimation of quadratic functions : noninformative priors for non-centrality parameters
Berger, James O.
;
Philippe, Anne
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936720
Saved in:
40
Estimation of record values
Berred, Alexandre M.
-
1996
Persistent link: https://www.econbiz.de/10000936735
Saved in:
41
What is the good way to identify noisy chaos? : An empirical approach
Guégan, Dominique
;
Léorat, Guillaume
-
1996
Persistent link: https://www.econbiz.de/10000936736
Saved in:
42
A nonparametrique [nonparametric] point of view stochastic versus deterministic approach
Guégan, Dominique
-
1996
Persistent link: https://www.econbiz.de/10000936737
Saved in:
43
Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.
;
Titterington, David M.
-
1996
Persistent link: https://www.econbiz.de/10000936747
Saved in:
44
Post-processing accept-reject samples : recycling and rescaling
Casella, George
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936748
Saved in:
45
Determinating Lyapunov exponents in deterministic dynamical systems
Delecroix, Michel
;
Guégan, Dominique
;
Léorat, Guillaume
-
1996
Persistent link: https://www.econbiz.de/10000939466
Saved in:
46
Aggregation of non stationary demand systems
Adda, Jérôme
;
Robin, Jean-Marc
-
1996
Persistent link: https://www.econbiz.de/10000945837
Saved in:
47
Undersampling continuous random fields and a Bernstein inequality
Bertail, Patrice
;
Politis, Dimitris N.
;
Rhomari, N.
-
1996
Persistent link: https://www.econbiz.de/10000945838
Saved in:
48
A root n bandwidth selector in hazard estimation
Fermanian, Jean-David
-
1996
Persistent link: https://www.econbiz.de/10000945861
Saved in:
49
Estimation of a non-centrality parameter under Stein type like losses
Fourdrinier, Dominique
;
Philippe, Anne
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952885
Saved in:
50
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
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