//--> //--> //-->
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"
~person:"Shephard, Neil G."
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:"Maximum-Likelihood-Schätzung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Estimation theory
3
Schätztheorie
3
Bayes-Statistik
2
Bayesian inference
2
Correlation
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Regression analysis
2
Regressionsanalyse
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
USA
2
United States
2
Bayes estimation
1
Euler-Maruyama approximation
1
Innovation diffusion
1
Innovationsdiffusion
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood
1
Metropolis Hastings algorithm
1
Missing data
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Non-linear diffusion
1
Simulation
1
State space model
1
Stochastic differential equation
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Shephard, Neil G.
Koopman, Siem Jan
46
Pesaran, M. Hashem
14
McAleer, Michael
12
Fiorentini, Gabriele
11
Hayakawa, Kazuhiko
11
Lucas, André
11
Nielsen, Morten Ørregaard
11
Sentana, Enrique
11
Jungbacker, Borus
10
Winkelmann, Rainer
10
Phillips, Peter C. B.
9
Lieberman, Offer
8
Ooms, Marius
8
Pfaffermayr, Michael
8
Blasques, Francisco
7
Singer, Hermann
7
Wel, Michel van der
7
Andersen, Steffen
6
Asai, Manabu
6
Baltagi, Badi H.
6
Bresson, Georges
6
Duffie, Darrell
6
Heckman, James J.
6
Liesenfeld, Roman
6
Saikkonen, Pentti
6
Studer, Raphael
6
Wang, Ke
6
Yu, Jun
6
Ait-Sahalia, Yacine
5
Andrews, Donald W. K.
5
Chen, Xiaohong
5
Croux, Christophe
5
Freyberger, Joachim
5
Galesi, Alessandro
5
Gorgi, Paolo
5
Greene, William H.
5
Grendar, Marian
5
Guerrieri, Luca
5
Jansson, Michael
5
Kimmel, Robert
5
more ...
less ...
Institution
All
Nuffield College
1
Published in...
All
Economics discussion papers
2
Department of Economics discussion paper series / University of Oxford
1
Mathematical finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
3
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
4
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->