//--> //--> //--> //-->
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"
~person:"Amengual, Dante"
~subject:"Monte Carlo simulation"
~subject:"Multivariate Analyse"
~type_genre:"Non-commercial literature"
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
Monte Carlo simulation
Multivariate Analyse
Estimation theory
51
Schätztheorie
51
Robust statistics
24
Robustes Verfahren
24
Regression analysis
15
Regressionsanalyse
15
Statistical test
14
Statistischer Test
14
Time series analysis
10
Zeitreihenanalyse
10
VAR model
9
VAR-Modell
9
Correlation
7
Korrelation
7
Multivariate analysis
7
Theorie
7
Theory
7
Estimation
6
Hessian matrix
6
Schätzung
6
Volatilität
6
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
Forecasting model
4
Prognoseverfahren
4
Ranking method
4
Ranking-Verfahren
4
outer product of the score
4
Capital income
3
Exact test
3
GDI
3
GDP
3
Kapitaleinkommen
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Method of moments
3
Momentenmethode
3
more ...
less ...
Online availability
All
Free
12
Undetermined
1
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
14
Graue Literatur
14
Working Paper
14
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
14
Author
All
Croux, Christophe
Amengual, Dante
Koopman, Siem Jan
12
Härdle, Wolfgang
11
Herbst, Edward P.
9
Schorfheide, Frank
9
Audrino, Francesco
8
Sentana, Enrique
8
Shephard, Neil G.
8
Kitagawa, Toru
7
Teräsvirta, Timo
7
Advani, Arun
6
Brandt, Michael W.
6
Corsi, Fulvio
6
Del Negro, Marco
6
Fiorentini, Gabriele
6
Hafner, Christian M.
6
Huber, Martin
6
Lechner, Michael
6
Lucas, André
6
Matlin, Ethan
6
Sarfati, Reca
6
Sibbertsen, Philipp
6
Spokojnyj, Vladimir G.
6
Słoczyński, Tymon
6
Bibinger, Markus
5
Diebold, Francis X.
5
Dijk, Dick van
5
Fernández-Villaverde, Jesús
5
Gao, Jiti
5
Gouriéroux, Christian
5
Hammond, Peter J.
5
Hautsch, Nikolaus
5
Kiviet, J. F.
5
Kristensen, Dennis
5
Linton, Oliver
5
Lunde, Asger
5
Martin, Gael M.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
more ...
less ...
Published in...
All
KBI
7
CEMFI working paper
2
DISIA working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / CEPR
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
2
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
3
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
4
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
5
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
6
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:
7
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->