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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~type_genre:"Bibliografie enthalten"
~type_genre:"Biografie"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
44
Schätztheorie
44
Theorie
35
Theory
35
Zeitreihenanalyse
10
Volatility
5
Volatilität
5
Wahrscheinlichkeitsrechnung
5
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4
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4
Exchange rate
3
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Book / Working Paper
15
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Bibliografie enthalten
Biografie
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15
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13
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13
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English
15
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Franses, Philip Hans
4
Boswijk, Herman Peter
2
Daníelsson, Jón
2
Haan, Laurens de
2
Cramer, Jan S.
1
Dannenburg, Dennis Ramon
1
Drees, Holger
1
Gooijer, Jan G. de
1
Haldrup, Niels
1
Heij, Christiaan
1
Hoek, Henk
1
Jacobsen, Ben
1
Kleibergen, Frank
1
Klein, André
1
Koop, Gary
1
Luginbuhl, Rob
1
Pereira, T. Themido
1
Resnick, Sidney I.
1
Ridder, Geert
1
Scherrer, Wolfgang
1
Swanson, Norman R.
1
Tunali, İnsan
1
Vos, Aart F. de
1
Vries, Casper G. de
1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
116
Working paper / Department of Econometrics and Business Statistics, Monash University
64
CREATES research paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Discussion paper / Center for Economic Research, Tilburg University
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Report / Econometric Institute, Erasmus University Rotterdam
27
SFB 649 discussion paper
27
Cowles Foundation discussion paper
26
Technical working paper / National Bureau of Economic Research
25
Working paper series
23
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Working paper / National Bureau of Economic Research, Inc.
21
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
18
Working paper
18
Discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
EUI working paper / ECO
17
CORE discussion paper : DP
16
Discussion papers of interdisciplinary research project 373
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
15
CESifo working papers
14
Discussion papers / Department of Economics, University of Copenhagen
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Discussion papers in economics
13
Queen's Economics Department working paper
13
ECARES working paper
12
Série des documents de travail
12
Umeå economic studies
12
Economics discussion papers
11
Working papers
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Working paper series / Department of Economics, University of Missouri-Columbia
10
Working papers / Rutgers University, Department of Economics
10
Working papers series in theoretical and applied economics
9
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
8
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
8
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ECONIS (ZBW)
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
3
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
4
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
5
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
6
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
7
Two properties of predicted probabilities in discrete regression models
Cramer, Jan S.
-
1997
Persistent link: https://www.econbiz.de/10000960568
Saved in:
8
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
9
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
-
1997
Persistent link: https://www.econbiz.de/10000976078
Saved in:
10
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
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