//--> //--> //-->
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
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Spieltheorie"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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:"Markov process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Spieltheorie
VAR-Modell
Zeitreihenanalyse
Markov chain
16
Markov-Kette
16
Theorie
12
Theory
12
Time series analysis
5
ARCH-Modell
4
ARMA model
3
ARMA-Modell
3
Multivariate Verteilung
3
Multivariate distribution
3
Heteroscedasticity
2
Heteroskedastizität
2
Statistical test
2
Statistischer Test
2
VAR model
2
Business cycle
1
Decision theory
1
Discrete choice
1
Diskrete Entscheidung
1
Entscheidungstheorie
1
Estimation theory
1
Game theory
1
Konjunktur
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Chen, Bin
2
Hong, Yongmiao
2
Meitz, Mika
2
Saikkonen, Pentti
2
Abramson, Ari
1
Cavicchioli, Maddalena
1
Cohen, Israel
1
Ibragimov, Rustam Ju.
1
Liu, Ji-Chun
1
Shachat, Jason M.
1
Swarthout, J. Todd
1
Wei, Lijia
1
Yang, Minxian
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
39
Dynamic games and applications : DGA
33
International journal of forecasting
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Economic modelling
29
Economics letters
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Energy economics
27
Applied economics
23
Journal of forecasting
20
Discussion paper / Tinbergen Institute
19
Mathematics of operations research
18
CESifo working papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Working papers
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Journal of empirical finance
15
Working paper
15
Computational economics
14
Macroeconomic dynamics
14
Applied economics letters
13
Journal of economic theory
13
The North American journal of economics and finance : a journal of financial economics studies
13
International review of economics & finance : IREF
12
Journal of economic dynamics & control
12
Discussion paper / Centre for Economic Policy Research
11
Games and economic behavior
10
Journal of applied econometrics
10
Journal of banking & finance
9
CAMA working paper series
8
EUI working paper / ECO
8
Econometric reviews
8
European journal of operational research : EJOR
8
SSE EFI working paper series in economics and finance
8
Working paper series / European Central Bank
8
Working papers / Penn Institute for Economic Research
8
Econometric Institute research papers
7
Finance research letters
7
International journal of finance & economics : IJFE
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
2
A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.
;
Swarthout, J. Todd
;
Wei, Lijia
- In:
Econometric theory
31
(
2015
)
4
,
pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
Saved in:
3
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
5
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
6
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
7
Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
Saved in:
8
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
9
On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
Saved in:
10
Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
- In:
Econometric theory
16
(
2000
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001568488
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->