//--> //--> //--> //-->
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
isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Operations research"
~subject:"Stochastischer Prozess"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Stochastischer Prozess
Estimation theory
529
Schätztheorie
529
Regression analysis
134
Regressionsanalyse
134
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Time series analysis
50
Zeitreihenanalyse
50
Estimation
48
Schätzung
48
Statistical distribution
31
Statistische Verteilung
31
Sampling
29
Stichprobenerhebung
29
Theorie
26
Theory
26
Stochastic process
25
Bootstrap approach
23
Bootstrap-Verfahren
23
Maximum likelihood estimation
23
Maximum-Likelihood-Schätzung
23
Robust statistics
23
Robustes Verfahren
23
Statistical error
23
Statistical test
23
Statistischer Fehler
23
Statistischer Test
23
Bayesian inference
22
Induktive Statistik
22
Statistical inference
22
Bayes-Statistik
21
Multivariate Analyse
21
Multivariate analysis
21
Correlation
19
Korrelation
19
Simulation
17
Forecasting model
15
Prognoseverfahren
15
more ...
less ...
Online availability
All
Free
11
Undetermined
9
Type of publication
All
Article
27
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
38
Author
All
Fu, Michael
4
Spokojnyj, Vladimir G.
3
Heidergott, Bernd
2
Härdle, Wolfgang
2
Küchler, Uwe
2
Lam, Henry
2
Peng, Yijie
2
Reiß, Markus
2
Adkins, Lee Chester
1
Aït-Sahalia, Yacine
1
Bertsimas, Dimitris
1
Braverman, Anton
1
Chafai͏̈, Djalil
1
Chan, Ngai Hang
1
Chen, Bor-Chung
1
Chen, Rong
1
Chen, Song Xi
1
Concordet, Didier
1
Dai, J. G.
1
Dankenbring, Henning
1
De Valpine, Perry
1
Delouille, V.
1
Dentcheva, Darinka
1
Doucet, Arnaud
1
Fan, Jianqing
1
Fang, Kaitai
1
Fang, Xiao
1
Fishman, George S.
1
Gandy, Axel
1
Genon-Catalot, Valentine
1
Godsill, Simon J.
1
Guha, Subharup
1
He, Shuyuan
1
Herwartz, Helmut
1
Horst, Ulrich
1
Hu, Jian-Qiang
1
Hu, Jianhua
1
Jiang, Guangxin
1
Karger, David R.
1
Kim, Kyoung-Kuk
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Published in...
All
Applying maximum entropy to econometric problems
Discussion papers of interdisciplinary research project 373
Journal of the American Statistical Association : JASA
Operations research
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Econometric reviews
36
Economics letters
35
Discussion paper / Tinbergen Institute
32
Computational economics
27
Economic modelling
24
Econometric theory
22
European journal of operational research : EJOR
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
The econometrics journal
19
CREATES research paper
17
Econometrics : open access journal
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER Working Paper
16
Working paper / National Bureau of Economic Research, Inc.
16
Applied economics letters
14
Applied economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Mathematics of operations research
13
NBER working paper series
13
Cowles Foundation discussion paper
12
Risks : open access journal
12
Insurance / Mathematics & economics
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of productivity analysis
10
Quantitative economics : QE ; journal of the Econometric Society
10
Quantitative finance
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
The journal of computational finance
10
International journal of theoretical and applied finance
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
2
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
3
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
4
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
5
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
6
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
Saved in:
7
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
8
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
9
Simulation of tempered stable Lévy bridges and its applications
Kim, Kyoung-Kuk
;
Kim, Sojung
- In:
Operations research
64
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011485601
Saved in:
10
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->