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type_genre:"Working Paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Zeitreihenanalyse"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Search: subject_exact:"Stochastic process"
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Zeitreihenanalyse
Stochastic process
48
Stochastischer Prozess
48
Theorie
37
Theory
37
Simulation
11
Gaussian process
8
Kriging
7
Mathematical programming
6
Mathematische Optimierung
6
Volatility
6
Volatilität
6
Time series analysis
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Forecasting model
3
Nichtlineare Optimierung
3
Nonlinear programming
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Robust statistics
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Robustes Verfahren
3
metamodel
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optimization
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simulation
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Bayes-Statistik
2
Bayesian inference
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Estimation theory
2
Manufacturing system
2
Modellierung
2
Option pricing theory
2
Optionspreistheorie
2
Produktionssystem
2
Schätztheorie
2
Scientific modelling
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Working Paper
Dissertation u.a. Prüfungsschriften
Arbeitspapier
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Graue Literatur
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English
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Croux, Christophe
2
Mahieu, Koen
2
Bibby, Bo Martin
1
Fried, Roland
1
Gelper, Sarah
1
Gijbels, Irène
1
Skovgaard, Ib Michael
1
Sørensen, Michael
1
Ørregaard Nielsen, Morten
1
Čίžek, Pavel
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Centre for Analytical Finance <Århus>
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Discussion paper / Center for Economic Research, Tilburg University
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
44
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Working paper
14
CREATES research paper
11
Cowles Foundation discussion paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
SFB 649 discussion paper
9
Discussion papers of interdisciplinary research project 373
7
Research paper series / Swiss Finance Institute
6
CAMA working paper series
5
CESifo working papers
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Econometric Institute research papers
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CORE discussion papers : DP
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
4
Documento de trabajo
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EUI working paper / ECO
4
Economics discussion papers
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Economics working paper
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IHS economics series : working paper
4
Reihe Ökonomie
4
Swiss Finance Institute Research Paper
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers / CEPR
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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ECARES working paper
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ERID working paper
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Economics and finance working paper series
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Finance and economics discussion series
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Mathematical finance
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working papers
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Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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Robust control charts for time series data
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2010
Persistent link: https://www.econbiz.de/10008664194
Saved in:
2
Robust forecasting of non-stationary time series
Croux, Christophe
;
Fried, Roland
;
Gijbels, Irène
; …
-
2010
Persistent link: https://www.econbiz.de/10008664197
Saved in:
3
Modelling conditional heteroscedasticity in nonstationary series
Čίžek, Pavel
-
2010
Persistent link: https://www.econbiz.de/10008654321
Saved in:
4
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
5
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
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