//--> //--> //-->
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
~accessRights:"free"
~isPartOf:"ECARES working paper"
~subject:"Estimation 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:"time series"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Time series analysis
38
Zeitreihenanalyse
38
Theorie
23
Theory
23
Factor analysis
11
Faktorenanalyse
11
Schätztheorie
10
Volatility
10
Volatilität
10
Forecasting model
9
Prognoseverfahren
9
ARCH model
8
ARCH-Modell
8
High-dimensional time series
6
Panel
6
Panel study
6
Capital income
5
Kapitaleinkommen
5
time-varying models
5
Dynamic Factor Models
4
Estimation
4
Ranks
4
Schätzung
4
multivariate time series
4
time series
4
ARMA model
3
ARMA-Modell
3
Multivariate Analyse
3
Multivariate Verteilung
3
Multivariate analysis
3
Multivariate distribution
3
Ranking method
3
Ranking-Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
Time series
3
non-stationary process
3
Copulas
2
Correlation
2
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Working Paper
10
Graue Literatur
7
Non-commercial literature
7
Language
All
English
10
Author
All
Mélard, Guy
7
Azrak, Rajae
4
Hallin, Marc
3
Alj, Abdelkamel
2
Ley, Christophe
2
Alj, Abdelkamer
1
Azral, Rajae
1
Hotta, Luiz K.
1
La Vecchia, Davide
1
Mazzeu, João H. G.
1
Mordant, Gilles
1
Pereira, Pedro L. Valls
1
Trucíos, Carlos
1
more ...
less ...
Published in...
All
ECARES working paper
Discussion paper / Tinbergen Institute
69
Working paper / Department of Econometrics and Business Statistics, Monash University
61
CREATES research paper
59
Econometrics : open access journal
46
NBER Working Paper
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
26
Cowles Foundation discussion paper
24
NBER working paper series
24
LSE STICERD Research Paper
23
NBER technical working paper series
21
Cowles Foundation Discussion Paper
19
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Journal of risk and financial management : JRFM
16
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper series
14
CEIS Working Paper
13
Cambridge working papers in economics
13
CAMA working paper series
12
CESifo working papers
12
Economics discussion papers
12
Queen's Economics Department working paper
12
Série des documents de travail
12
Working paper
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
International journal of economics and financial issues : IJEFI
10
Quantitative economics : QE ; journal of the Econometric Society
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working papers
9
Working papers series in theoretical and applied economics
9
Econometrics papers
8
KBI
8
Mathematics Preprint Archive
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers / Rutgers University, Department of Economics
8
CESifo Working Paper Series
7
Discussion paper
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
General estimation results for tdVARMA Array Models
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
-
2022
Persistent link: https://www.econbiz.de/10013343501
Saved in:
2
An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242681
Saved in:
3
On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc
;
Mordant, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012698528
Saved in:
4
Asymptotic properties of conditional least-squares estimators for array
time
series
Azral, Rajae
;
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242676
Saved in:
5
Autoregressive models with time-dependent coefficients a comparison between several approaches
Azrak, Rajae
;
Mélard, Guy
-
2017
Persistent link: https://www.econbiz.de/10012098089
Saved in:
6
Asymptomatic properties of conditional least-squares estimators for array
time
series
Azrak, Rajae
;
Mélard, Guy
-
2017
Persistent link: https://www.econbiz.de/10012098101
Saved in:
7
On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
Saved in:
8
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer
;
Azrak, Rajae
;
Ley, Christophe
;
Mélard, Guy
-
2016
Persistent link: https://www.econbiz.de/10011672524
Saved in:
9
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel
;
Ley, Christophe
;
Mélard, Guy
-
2015
Persistent link: https://www.econbiz.de/10011289207
Saved in:
10
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->