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~isPartOf:"ECARES working paper"
~subject:"ARCH model"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Arbeitspapier"
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ARCH model
Wahrscheinlichkeitsrechnung
Estimation theory
42
Schätztheorie
42
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Statistical distribution
11
Statistische Verteilung
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Time series analysis
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Regressionsanalyse
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Statistical test
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Statistischer Test
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Estimation
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Local asymptotic normality
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Ranking method
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Multivariate analysis
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multivariate time series
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time-varying models
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Distribution-freeness
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Multivariate ranks
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Statistical theory
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non-stationary process
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Industrie
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Le Cam's asymptotic theory of statistical experiments
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Ley, Christophe
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Abe, Toshihiro
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Hallin, Marc
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Koudou, Angelo Efoevi
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ECARES working paper
Discussion paper / Tinbergen Institute
38
Discussion paper / Center for Economic Research, Tilburg University
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
CREATES research paper
12
CORE discussion papers : DP
9
Report / Econometric Institute, Erasmus University Rotterdam
9
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Technical working paper / National Bureau of Economic Research
7
Working papers
7
CORE discussion paper : DP
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working paper series
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Discussion paper
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric Institute research papers
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Finance and economics discussion series
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SFB 649 discussion paper
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Temi di discussione del Servizio Studi / Banca d'Italia
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Working paper
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Working paper series / University of Zurich, Department of Economics
4
Dresdner Beiträge zu quantitativen Verfahren
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Econometrics papers
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IEAS working paper
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IWQW discussion paper series
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Queen's Economics Department working paper
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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TRACE discussion papers / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Waterloo economic series : working paper
3
Working paper series / Department of Economics, University of Missouri-Columbia
3
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A tractable, parsimonious and highly flexible model for cylindrical data, with applications
Abe, Toshihiro
;
Ley, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011289226
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2
Efficiency combined with simplicity : new testing procedures for generalized inverse gaussian models
Koudou, Angelo Efoevi
;
Ley, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010418911
Saved in:
3
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
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