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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistical distribution"
~subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Statistical theory
Estimation theory
964
Schätztheorie
964
Theorie
440
Theory
440
Time series analysis
187
Zeitreihenanalyse
187
Nichtparametrisches Verfahren
127
Nonparametric statistics
127
Regression analysis
103
Regressionsanalyse
103
Statistical test
49
Statistischer Test
49
ARCH model
44
ARCH-Modell
44
Estimation
36
Schätzung
36
Statistische Verteilung
34
Autocorrelation
33
Autokorrelation
33
Statistische Methodenlehre
32
Induktive Statistik
25
Panel
25
Panel study
25
Statistical inference
25
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Einheitswurzeltest
22
Unit root test
22
Volatilität
20
Stochastic process
19
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Bootstrap approach
16
Bootstrap-Verfahren
16
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Undetermined
23
Free
2
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Article
71
Book / Working Paper
30
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Article in journal
71
Aufsatz in Zeitschrift
71
Arbeitspapier
30
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30
Graue Literatur
27
Non-commercial literature
27
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17
Government document
17
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English
101
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Gouriéroux, Christian
4
Robert, Christian P.
4
Ghysels, Eric
3
Jasiak, Joann
3
White, Halbert
3
Zheng, John Xu
3
Butucea, Cristina
2
Dabo-Niang, Sophie
2
Dauxois, Jean-Yves
2
Fan, Yanqin
2
Han, Chirok
2
Kanaya, Shin
2
Lardjane, Salim
2
Leeb, Hannes
2
Li, Jia
2
Lieberman, Offer
2
Ling, Shiqing
2
Linton, Oliver
2
Phillips, Peter C. B.
2
Politis, Dimitris N.
2
Pötscher, Benedikt M.
2
Renault, Eric
2
Zhang, Rongmao
2
Ango Nze, Patrick
1
Arteche, Josu
1
Bandi, Federico M.
1
Bates, Charles E.
1
Bekker, Paul A.
1
Bera, Anil K.
1
Bertail, Patrice
1
Bertholon, Henri
1
Bierens, Herman J.
1
Breitung, Jörg
1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Chen, Xiaohong
1
Cho, Jin Seo
1
Christopeit, Norbert
1
Crépon, Bruno
1
Cui, Zhenyu
1
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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
218
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Economics letters
78
Econometric reviews
77
Discussion paper / Tinbergen Institute
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Insurance / Mathematics & economics
52
The econometrics journal
33
CREATES research paper
30
Discussion paper / Center for Economic Research, Tilburg University
29
Economic modelling
29
Econometrics : open access journal
28
Discussion papers of interdisciplinary research project 373
27
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of forecasting
26
Journal of the American Statistical Association : JASA
26
Cowles Foundation discussion paper
25
European journal of operational research : EJOR
25
Finance research letters
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
NBER Working Paper
23
SFB 649 discussion paper
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of forecasting
20
Journal of risk and financial management : JRFM
20
Quantitative finance
19
Computational economics
18
Risks : open access journal
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
International journal of theoretical and applied finance
17
Oxford bulletin of economics and statistics
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Working papers in economics and econometrics
17
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ECONIS (ZBW)
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
3
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
4
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
5
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
6
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
9
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
10
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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