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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Francq, Christian"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Theorie
Estimation theory
18
Schätztheorie
18
Theory
12
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Risikomaß
3
Risk measure
3
Autocorrelation
2
Autokorrelation
2
Heteroscedasticity
2
Heteroskedastizität
2
Markov chain
2
Markov-Kette
2
Statistical distribution
2
Statistische Verteilung
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional heteroskedasticity
1
Estimation
1
Forecasting model
1
LAN in time series
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Quadratic mean differentiability
1
Risiko
1
Risk
1
Schätzung
1
Systemic risk
1
Systemrisiko
1
VAR model
1
VAR-Modell
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Book / Working Paper
12
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Aufsatz im Buch
Non-commercial literature
Arbeitspapier
12
Graue Literatur
12
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12
Amtsdruckschrift
6
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6
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Francq, Christian
Härdle, Wolfgang
58
Pesaran, M. Hashem
34
Franses, Philip Hans
30
Gouriéroux, Christian
29
Phillips, Peter C. B.
26
Swanson, Norman R.
26
Imbens, Guido
24
Maravall Herrero, Agustín
23
Brännäs, Kurt
21
Heckman, James J.
20
Robert, Christian P.
20
Kohn, Robert
19
Kleibergen, Frank
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
McAleer, Michael
17
Huschens, Stefan
16
Sheather, Simon J.
16
Angrist, Joshua D.
15
Giles, David E. A.
15
Diebold, Francis X.
14
Feng, Yuanhua
14
Newey, Whitney K.
14
Zakoïan, Jean-Michel
14
Dufour, Jean-Marie
13
Giles, Judith A.
13
Polasek, Wolfgang
13
Robinson, Peter M.
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Guégan, Dominique
12
Mammen, Enno
12
Monfort, Alain
12
Scaillet, Olivier
12
Teräsvirta, Timo
12
Vella, Francis
12
Bera, Anil K.
11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
12
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1
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
6
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
10
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
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