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subject:"India"
~isPartOf:"Anvesak : journal of the Sardar Patel Institute of Economic and Social Research"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
Stochastic process
Estimation theory
226
Schätztheorie
226
Time series analysis
79
Zeitreihenanalyse
79
Theorie
37
Theory
37
Estimation
33
Schätzung
33
Volatility
31
Volatilität
31
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
ARCH model
23
ARCH-Modell
23
Stochastischer Prozess
22
Regression analysis
17
Regressionsanalyse
17
Statistical test
17
Statistischer Test
17
Cointegration
16
Forecasting model
16
Kointegration
16
Prognoseverfahren
16
USA
15
United States
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Market microstructure
13
Marktmikrostruktur
13
Capital income
12
Kapitaleinkommen
12
Correlation
11
Korrelation
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Börsenkurs
10
Induktive Statistik
10
Share price
10
Statistical inference
10
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English
31
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Nielsen, Morten Ørregaard
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Bu, Ruijun
1
Caldeira, João F.
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Feng, Dingan
1
Floor Brix, Anne
1
Frederiksen, Per
1
Giet, Ludovic
1
Guégan, Dominique
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Kanaya, Shin
1
Kaur, Gian
1
Kaur, Harjit
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Mitra, Gautam Kumar
1
Moura, Guilherme Valle
1
Mukherjee, Smriti
1
Murty, G. V.
1
Murty, K. N.
1
Neri, Luca
1
Nielsen, Frank
1
Nogales, Francisco J.
1
Pariya, Parimal
1
Parra-Alvarez, Juan Carlos
1
Parthasarathy Rao, P.
1
Podolskij, Mark
1
Rameshan, P.
1
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Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
CREATES research paper
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
61
The Indian economic journal
33
Journal of quantitative economics : official journal of the Indian Econometric Society
27
The Indian journal of economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Discussion paper / Tinbergen Institute
18
Econometric reviews
18
Econometric theory
14
Economics letters
14
Economic modelling
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
European journal of operational research : EJOR
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Mathematics of operations research
12
Cowles Foundation discussion paper
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Discussion papers of interdisciplinary research project 373
10
Econometrics : open access journal
10
Journal of empirical finance
10
Occasional papers / Reserve Bank of India
10
Operations research
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational economics
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Margin : quarterly journal of the National Council of Applied Economic Research
9
SFB 649 discussion paper
9
Working paper
9
Insurance / Mathematics & economics
8
Journal of productivity analysis
8
Quantitative finance
8
Journal of risk and financial management : JRFM
7
The econometrics journal
7
Asia-Pacific financial markets
6
GRIPS discussion papers
6
International journal of production research
6
International journal of theoretical and applied finance
6
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ECONIS (ZBW)
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
4
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
Saved in:
5
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
6
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
7
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
8
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
9
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
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