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subject:"Deutschland"
subject:"Forecasting model"
~person:"Fan, Jianqing"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistische Verteilung"
~type:"article"
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Deutschland
Forecasting model
Nichtparametrisches Verfahren
Statistische Verteilung
Estimation theory
23
Schätztheorie
23
Correlation
8
Korrelation
8
Nonparametric statistics
8
Time series analysis
6
Zeitreihenanalyse
6
Regression analysis
5
Regressionsanalyse
5
Volatility
5
Volatilität
5
Factor analysis
4
Factor model
4
Faktorenanalyse
4
Estimation
3
Schätzung
3
Statistical distribution
3
ARCH model
2
ARCH-Modell
2
Approximate factor model
2
Induktive Statistik
2
Linear algebra
2
Lineare Algebra
2
Low-rank matrix
2
Matrix completion
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
POET
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Scientific modelling
2
Sparsity
2
Statistical inference
2
Statistical test
2
Statistischer Test
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12
Aufsatz in Zeitschrift
12
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English
12
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Fan, Jianqing
Li, Qi
35
Linton, Oliver
33
Cai, Zongwu
25
Su, Liangjun
25
Ullah, Aman
24
Florens, Jean-Pierre
22
Chen, Xiaohong
20
Parmeter, Christopher F.
20
Phillips, Peter C. B.
20
Kumbhakar, Subal
19
Racine, Jeffrey
19
Gao, Jiti
18
Sun, Yiguo
18
Chen, Songnian
17
Simar, Léopold
17
Tsionas, Efthymios G.
17
Henderson, Daniel J.
14
Horowitz, Joel
14
White, Halbert
14
Escanciano, Juan Carlos
13
Li, Degui
13
Hoderlein, Stefan
12
Kumar, Dilip
12
Lewbel, Arthur
12
Mammen, Enno
11
Newey, Whitney K.
11
Otsu, Taisuke
11
Swanson, Norman R.
11
Xiao, Zhijie
11
Lechner, Michael
10
Robinson, Peter M.
10
Breunig, Christoph
9
Fan, Yanqin
9
Ichimura, Hidehiko
9
Kapetanios, George
9
Kristensen, Dennis
9
Lu, Xun
9
Lütkepohl, Helmut
9
Peng, Liang
9
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Journal of the American Statistical Association : JASA
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The econometrics journal
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
12
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1
Optimal covariate balancing conditions in propensity score estimation
Fan, Jianqing
;
Imai, Kosuke
;
Lee, Inbeom
;
Liu, Han
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10013540648
Saved in:
2
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Saved in:
5
Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods
Fan, Jianqing
;
Qi, Lei
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 178-205
Persistent link: https://www.econbiz.de/10010488571
Saved in:
6
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing
;
Yang, Feng
;
Song, Rui
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009267689
Saved in:
7
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
8
Semiparametric estimation of covariance matrixes for longitudinal data
Fan, Jianqing
;
Wu, Yichao
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
484
,
pp. 1520-1533
Persistent link: https://www.econbiz.de/10003814698
Saved in:
9
Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing
;
Huang, Tao
;
Li, Runze
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
Saved in:
10
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
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