//--> //--> //-->
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
~person:"Yu, Jun"
~subject:"Maximum likelihood estimation"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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:"Stochastischer Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
Zeitreihenanalyse
Stochastic process
17
Stochastischer Prozess
17
Theorie
14
Theory
14
Volatility
10
Volatilität
10
Time series analysis
4
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Estimation theory
2
Forecasting model
2
Fractional Brownian motion
2
Fractional Gaussian noise
2
Market mechanism
2
Marktmechanismus
2
Maximum-Likelihood-Schätzung
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Prognoseverfahren
2
Schätztheorie
2
Whittle likelihood
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Anti-persistence
1
Change-of-frequency
1
Conditional expectation
1
Continuous record
1
Correlation
1
Discrete record
1
Dynamic correlation
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
5
Author
All
Yu, Jun
Koopman, Siem Jan
32
Gil-Alaña, Luis A.
18
Gao, Jiti
15
Bos, Charles S.
13
Phillips, Peter C. B.
13
Chan, Joshua
12
Lucas, André
12
Caporale, Guglielmo Maria
9
Härdle, Wolfgang
9
McAleer, Michael
9
Shephard, Neil G.
9
Blasques, Francisco
7
Lux, Thomas
7
Marcellino, Massimiliano
7
Clark, Todd E.
6
Hafner, Christian M.
6
Nielsen, Morten Ørregaard
6
Ooms, Marius
6
Rodriguez, Gabriel
6
Bauwens, Luc
5
Carriero, Andrea
5
Gonçalves, Sílvia
5
Jansson, Michael
5
Kilian, Lutz
5
Lieberman, Offer
5
Martin, Gael M.
5
Schmid, Wolfgang
5
Strachan, Rodney W.
5
Zhang, Bo
5
Busetti, Fabio
4
Dong, Chaohua
4
Harvey, Andrew C.
4
Kunst, Robert M.
4
Mertens, Elmar
4
Ravazzolo, Francesco
4
Robinson, Peter M.
4
Singer, Hermann
4
Spokojnyj, Vladimir G.
4
Tauchen, George Eugene
4
more ...
less ...
Published in...
All
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
4
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
5
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435272
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->