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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"European journal of operational research : EJOR"
~person:"Cavaliere, Giuseppe"
~person:"Heidergott, Bernd"
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Estimation theory
Schätztheorie
6
Heteroscedasticity
3
Heteroskedastizität
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
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adaptive estimation
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conditional sum-of-squares
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Cavaliere, Giuseppe
Heidergott, Bernd
Nielsen, Morten Ørregaard
15
Tsionas, Efthymios G.
12
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Kumbhakar, Subal
7
Podolskij, Mark
7
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6
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6
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6
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5
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5
Hounyo, Ulrich
5
Kuosmanen, Timo
5
Ruggiero, John
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Carrizosa, Emilio
4
Hillebrand, Eric
4
Johnson, Andrew L.
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
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Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
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Kanaya, Shin
3
Keshvari, Abolfazl
3
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3
Kouassi, Eugène
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Olesen, Ole Bent
3
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3
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Journal of forecasting
CREATES research paper
European journal of operational research : EJOR
Econometric theory
6
Discussion papers / Department of Economics, University of Copenhagen
4
CREATES Research Paper
2
Econometric reviews
2
Journal of econometrics
2
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2
Queen's Economics Department working paper
2
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1
Econometric Theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Mathematics of operations research
1
Oxford bulletin of economics and statistics
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Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
2
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
3
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
5
A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
Goverde, Rob M. P.
;
Heidergott, Bernd
;
Merlet, Glenn
- In:
European journal of operational research : EJOR
210
(
2011
)
2
,
pp. 249-257
Persistent link: https://www.econbiz.de/10008841221
Saved in:
6
Sensitivity estimation for Gaussian systems
Heidergott, Bernd
;
Vázquez-Abad, Felisa J.
; …
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 193-207
Persistent link: https://www.econbiz.de/10003769181
Saved in:
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