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subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Maximum-Likelihood-Schätzung"
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Prognoseverfahren
Maximum-Likelihood-Schätzung
Estimation theory
108
Schätztheorie
108
Time series analysis
51
Zeitreihenanalyse
51
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Kointegration
13
Markov chain
11
Markov-Kette
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
11
Statistischer Test
11
Stochastic process
10
Stochastischer Prozess
10
Bayes-Statistik
9
Bayesian inference
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Capital income
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Kapitaleinkommen
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VAR model
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VAR-Modell
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Forecasting model
8
Statistical distribution
8
Statistische Verteilung
8
cointegration
8
Nichtlineare Regression
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Nonlinear regression
7
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7
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English
14
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Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Cheng, Jie
1
Daníelsson, Jón
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
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Escribano, Álvaro
1
Fergusson, Kevin
1
Hadri, Kaddour
1
Huang, Xiao
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Licht, Adrian
1
Liu, Wei
1
Maynard, Alex S.
1
Niu, Wei-fang
1
Paccagnini, Alessia
1
Psaradakis, Zacharias G.
1
Sola, Martin
1
Spagnolo, Fabio
1
Staněk, Filip
1
Yang, Liu
1
Zevallos, Mauricio
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
152
International journal of forecasting
116
Journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
47
Discussion paper / Tinbergen Institute
45
Econometric reviews
30
Journal of the American Statistical Association : JASA
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Insurance / Mathematics & economics
22
European journal of operational research : EJOR
20
The econometrics journal
20
Econometric theory
19
CREATES research paper
17
Finance research letters
17
Computational economics
16
Working paper
16
Economic modelling
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of empirical finance
15
Statistics in transition : an international journal of the Polish Statistical Association
15
Applied economics
14
CESifo working papers
14
Discussion paper
14
Econometrics : open access journal
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
Working papers / Rutgers University, Department of Economics
12
Discussion paper / Center for Economic Research, Tilburg University
11
Journal of banking & finance
11
Quantitative finance
11
Applied economics letters
10
Astin bulletin : the journal of the International Actuarial Association
10
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Cowles Foundation discussion paper
10
Discussion papers / CEPR
10
Journal of financial econometrics
10
Journal of time series econometrics
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
7
A non-linear forecast combination procedure for binary outcomes
Lahiri, Kajal
;
Yang, Liu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 421-440
Persistent link: https://www.econbiz.de/10011649134
Saved in:
8
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
Saved in:
9
Factor-based forecasting in the presence of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 309-338
Persistent link: https://www.econbiz.de/10010384286
Saved in:
10
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Niu, Wei-fang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009787977
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