//--> //--> //--> //-->
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
person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"KBI"
~person:"Engle, Robert F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
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
Volatility
Nichtparametrisches Verfahren
Time series analysis
Estimation theory
24
Schätztheorie
24
Robust statistics
14
Robustes Verfahren
14
Regression analysis
10
Regressionsanalyse
10
Zeitreihenanalyse
6
Correlation
5
Korrelation
5
Estimation
4
Schätzung
4
Volatilität
4
Forecasting model
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Prognoseverfahren
3
Sparse estimation
3
VAR model
3
VAR-Modell
3
Econometrics
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multi-class estimation
2
Multivariate Analyse
2
Multivariate analysis
2
Nonparametric statistics
2
PC software
2
PC-Software
2
Ranking method
2
Ranking-Verfahren
2
Theorie
2
Theory
2
USA
2
United States
2
Vector Auto Regressive model
2
Ökonometrie
2
1980-2006
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Croux, Christophe
Engle, Robert F.
Van Keilegom, Ingrid
8
Claeskens, Gerda
4
Boudt, Kris
3
Claeskens, G.
3
Gelper, Sarah
3
Krivobokova, Tatyana
3
Colling, Benjamin
2
Gather, Ursula
2
Schettlinger, Karen
2
Antonio, Katrien
1
Cao, Ricardo
1
Chown, Justin
1
Cornelissen, Jonathan
1
Crevits, Ruben
1
Dehon, Catherine
1
Ding, Huijuan
1
Escobar-Bach, Mikael
1
Fahrmeir, Ludwig
1
Fried, Roland
1
Geerdens, Candida
1
Gijbels, Irène
1
Gueuning, T.
1
Heuchenne, Cédric
1
Janssen, Paul
1
Jácome, M. Amalia
1
Kauermann, Göran
1
Kneib, Thomas
1
Laurent, Sébastien
1
López-Cheda, Ana
1
Neumeyer, Natalie
1
Opsomer, Jean D.
1
Patilea, Valentin
1
Prosdocimi, Ilaria
1
Reusens, Peter
1
Salibián-Barrera, M.
1
Tharmaratnam, K.
1
Verbelen, Roel
1
Wilms, I.
1
more ...
less ...
Published in...
All
KBI
Discussion paper / Department of Economics, University of California San Diego
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Advanced texts in econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of forecasting
1
Model reliability
1
NBER Working Paper
1
NYU Stern School of Business
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper series economics and econometrics
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
3
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
4
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
5
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
6
S-estimation for penalized regression splines
Tharmaratnam, K.
;
Claeskens, G.
;
Croux, Christophe
; …
-
2008
Persistent link: https://www.econbiz.de/10003977689
Saved in:
7
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
8
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
9
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
10
Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
(
contributor
);
Fried, Roland
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003623718
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->