//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
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:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Statistical distribution
Theory
Estimation theory
964
Schätztheorie
964
Theorie
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
Statistical theory
32
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
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
332
Book / Working Paper
163
Type of publication (narrower categories)
All
Article in journal
332
Aufsatz in Zeitschrift
332
Arbeitspapier
163
Working Paper
163
Graue Literatur
160
Non-commercial literature
160
Amtsdruckschrift
136
Government document
136
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Statistics
1
Statistik
1
more ...
less ...
Language
All
English
489
French
6
Author
All
Gouriéroux, Christian
19
Robert, Christian P.
17
Zakoïan, Jean-Michel
14
Francq, Christian
12
Guégan, Dominique
10
Linton, Oliver
9
Monfort, Alain
9
Jasiak, Joann
8
Lieberman, Offer
8
Phillips, Peter C. B.
8
Fermanian, Jean-David
7
Lee, Lung-fei
7
Rousseau, Judith
7
Saikkonen, Pentti
7
Comte, Fabienne
6
Ghysels, Eric
6
Pötscher, Benedikt M.
6
Robin, Jean-Marc
6
Scaillet, Olivier
6
White, Halbert
6
Berred, Alexandre M.
5
Chambers, Marcus J.
5
Darolles, Serge
5
Delecroix, Michel
5
Guerre, Emmanuel
5
Hristache, Marian
5
Jong, Robert M. de
5
Park, Joon Y.
5
Philippe, Anne
5
Wooldridge, Jeffrey M.
5
Zinde-Walsh, Victoria
5
Andrews, Donald W. K.
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Han, Chirok
4
more ...
less ...
Published in...
All
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
540
Economics letters
434
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
174
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
140
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
121
Oxford bulletin of economics and statistics
107
Discussion paper / Center for Economic Research, Tilburg University
99
Working paper / National Bureau of Economic Research, Inc.
88
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Applied economics
63
Journal of forecasting
62
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
57
Working paper series
57
Discussion paper series / IZA
55
American journal of agricultural economics
54
Technical working paper / National Bureau of Economic Research
54
Cowles Foundation discussion paper
51
Insurance / Mathematics & economics
51
SFB 649 discussion paper
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
International journal of forecasting
46
Europäische Hochschulschriften / 5
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
CREATES research paper
43
Working paper
43
Economic modelling
42
more ...
less ...
Source
All
ECONIS (ZBW)
495
Showing
1
-
10
of
495
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->