//--> //--> //--> //-->
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 inference"
~type_genre:"Non-commercial literature"
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 inference
Estimation theory
214
Schätztheorie
214
Theorie
154
Theory
154
Time series analysis
23
Zeitreihenanalyse
23
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Regression analysis
11
Regressionsanalyse
11
ARCH model
9
ARCH-Modell
9
Statistical distribution
9
Statistical theory
9
Statistische Methodenlehre
9
Statistische Verteilung
9
Core
8
Estimation
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
Markov chain
7
Markov-Kette
7
Sampling
7
Stichprobenerhebung
7
France
6
Frankreich
6
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Stochastic process
5
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
47
Aufsatz in Zeitschrift
47
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Amtsdruckschrift
4
Government document
4
more ...
less ...
Language
All
English
11
Author
All
Gouriéroux, Christian
3
Jasiak, Joann
3
Bertholon, Henri
1
Coudin, Elise
1
Cybakov, Aleksandr B.
1
Dalalyan, Arnak S.
1
Dauxois, Jean-Yves
1
Dufour, Jean-Marie
1
Fermanian, Jean-David
1
Ghysels, Eric
1
Guerre, Emmanuel
1
Ingster, Yuri I.
1
Kirmani, Syed N. U. A.
1
Li, Dong
1
Ling, Shiqing
1
Maes, J.
1
Malongo, Hassan
1
Monfort, Alain
1
Pastorello, Sergio
1
Pegoraro, Fulvio
1
Renault, Eric
1
Sufana, Razvan
1
Touzi, Nizar
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Discussion paper / Tinbergen Institute
41
CREATES research paper
34
Cowles Foundation discussion paper
26
SFB 649 discussion paper
16
Discussion papers of interdisciplinary research project 373
13
Working paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working papers / TSE : WP
12
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working papers
10
CESifo working papers
9
Discussion paper series / IZA
9
Econometrics papers
9
Queen's Economics Department working paper
8
Série des documents de travail
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Working paper / National Bureau of Economic Research, Inc.
8
Cardiff economics working papers
7
GRIPS discussion papers
7
KBI
7
Discussion paper / Centre for Economic Policy Research
6
Discussion papers / CEPR
6
Documento de trabajo
6
CORE discussion papers : DP
5
Cambridge working papers in economics
5
Discussion paper
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
ERID working paper
5
Research paper series / Swiss Finance Institute
5
Staff reports / Federal Reserve Bank of New York
5
Working papers / Rutgers University, Department of Economics
5
Boston College working papers in economics
4
CAMA working paper series
4
CEMFI working paper
4
Discussion paper / Central Bureau voor de Statistiek
4
Finance and economics discussion series
4
IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical inference in compound functional models
Dalalyan, Arnak S.
;
Ingster, Yuri I.
;
Cybakov, Aleksandr B.
-
2012
Persistent link: https://www.econbiz.de/10009748895
Saved in:
2
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
3
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
4
Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise
;
Dufour, Jean-Marie
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10009406540
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
Saved in:
9
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->