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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Maximum likelihood estimation"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Maximum likelihood estimation
Portfolio selection
Estimation theory
255
Schätztheorie
255
Time series analysis
67
Zeitreihenanalyse
67
Statistical distribution
48
Statistische Verteilung
48
Estimation
36
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Schätzung
33
Regressionsanalyse
30
Risikomaß
24
Risk measure
24
Stochastic process
23
Stochastischer Prozess
23
Forecasting model
21
Multivariate Verteilung
20
Multivariate distribution
20
Maximum-Likelihood-Schätzung
18
Theorie
18
Theory
18
Risk
17
Statistical test
17
Statistischer Test
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Risiko
16
Volatility
16
Volatilität
16
ARCH model
15
ARCH-Modell
15
Cointegration
14
Kointegration
14
Measurement
14
Messung
14
Induktive Statistik
13
Statistical inference
13
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Undetermined
34
Free
26
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Article
48
Book / Working Paper
26
Type of publication (narrower categories)
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Article in journal
48
Aufsatz in Zeitschrift
48
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Language
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English
74
Author
All
Hillebrand, Eric
4
Pitselis, Georgios
3
Verrall, Richard
3
Boratyńska, Agata
2
Callot, Laurent
2
Cavaliere, Giuseppe
2
Fung, Tsz Chai
2
Gao, Guangyuan
2
Hössjer, Ola
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Morten Ørregaard
2
Peng, Liang
2
Rahbek, Anders
2
Stupfler, Gilles
2
Taylor, Robert
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Wüthrich, Mario V.
2
Ahmadi, Seyed Saeed
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Andersen, Torben
1
Ang, Zi Qing
1
Antonio, Katrien
1
Asamoah, Kwadwo
1
Badounas, Ioannis
1
Bennedsen, Mikkel
1
Bermúdez, Lluís
1
Björkwall, Susanna
1
Bladt, Martin
1
Bladt, Mogens
1
Bohn Nielsen, Heino
1
Brechmann, Eike C.
1
Brio, Esther B. del
1
Calderín-Ojeda, Enrique
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
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CREATES research paper
Insurance / Mathematics & economics
Journal of econometrics
405
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
138
International journal of forecasting
118
Journal of the American Statistical Association : JASA
110
CEMMAP working papers / Centre for Microdata Methods and Practice
106
Econometric theory
104
Econometric reviews
92
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
83
Journal of forecasting
79
Discussion paper / Tinbergen Institute
72
The econometrics journal
72
European journal of operational research : EJOR
58
Discussion paper series / IZA
48
Cowles Foundation discussion paper
47
NBER Working Paper
46
Discussion papers of interdisciplinary research project 373
45
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
Econometrics : open access journal
39
Computational economics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
NBER working paper series
36
Working paper
35
Discussion paper
34
Discussion paper / Center for Economic Research, Tilburg University
33
Economic modelling
32
Journal of risk and financial management : JRFM
32
Applied economics letters
31
KBI
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
CESifo working papers
29
Journal of banking & finance
29
Quantitative economics : QE ; journal of the Econometric Society
29
Finance research letters
28
Cowles Foundation Discussion Paper
27
Working papers / TSE : WP
27
Applied economics
26
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ECONIS (ZBW)
74
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74
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
4
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
5
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
6
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
7
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
10
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
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