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  • Search: subject:"Kolmogorov"
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Year of publication
Subject
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Theorie 62 Theory 59 Kolmogorov-Smirnov test 39 Nichtparametrischer Test 34 Nonparametric test 34 Stochastic process 32 Stochastischer Prozess 31 Estimation theory 29 Kolmogorov-Smirnov 29 Schätztheorie 29 Statistical test 27 Statistischer Test 27 Statistische Verteilung 26 Time series analysis 26 Zeitreihenanalyse 26 Wiener-Kolmogorov filter 25 Statistical distribution 24 Bootstrap-Verfahren 21 Bootstrap approach 19 Estimation 16 Schätzung 16 Monte Carlo simulation 15 Kolmogorov complexity 13 Kolmogorov forward equation 12 Kolmogorov–Smirnov test 12 Option pricing theory 12 Optionspreistheorie 12 Probability theory 12 Wahrscheinlichkeitsrechnung 12 Monte-Carlo-Simulation 11 Bootstrap 10 Kalman filter 10 Kolmogorov equation 10 Markov chain 9 Volatility 9 Volatilität 9 Hodrick-Prescott filter 8 Markov-Kette 8 Maximum likelihood estimation 8 Maximum-Likelihood-Schätzung 8
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Online availability
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Free 170 Undetermined 153 CC license 4
Type of publication
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Article 225 Book / Working Paper 148 Other 5
Type of publication (narrower categories)
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Article in journal 83 Aufsatz in Zeitschrift 83 Working Paper 65 Graue Literatur 51 Non-commercial literature 51 Arbeitspapier 50 Article 13 research-article 4 Aufsatz im Buch 3 Book section 3 Hochschulschrift 2 Thesis 2 Collection of articles written by one author 1 Lehrbuch 1 Sammlung 1 Textbook 1
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Language
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English 200 Undetermined 173 German 2 Polish 2 French 1
Author
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Sentana, Enrique 18 Fiorentini, Gabriele 15 Galesi, Alessandro 10 Wilhelm, Daniel 8 Corradi, Valentina 7 Swanson, Norman R. 7 Yamada, Toshihiro 6 Takahashi, Akihiko 5 Četverikov, Denis N. 5 Birkmaier, Daniel 4 Buchardt, Kristian 4 Fazio, Giorgio 4 Flaig, Gebhard 4 Kim, Dongwoo 4 Kumar, Sanjeev 4 Modica, Marco 4 Nuño, Galo 4 Perera, Indeewara 4 Shi, Xiaoxia 4 Singh, Vikram 4 Whang, Yoon-Jae 4 Wohlrabe, Klaus 4 Zenil, Hector 4 Amengual, Dante 3 Andrews, Donald W.K. 3 Barigozzi, Matteo 3 Bloechl, Andreas 3 Brandouy, Olivier 3 Delahaye, Jean-Paul 3 Doukhan, Paul 3 Goldman, Matt 3 Janczura, Joanna 3 Kaplan, David M. 3 Lamadon, Thibaut 3 Lang, Gabriel 3 Leucht, Anne 3 Li, Weiping 3 Lise, Jeremy 3 Ma, Lin 3 McCauley, Joseph L. 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 17 Cowles Foundation for Research in Economics, Yale University 4 Centro de Estudios Monetarios y Financieros (CEMFI) 3 Department of Economics, Rutgers University-New Brunswick 3 C.E.P.R. Discussion Papers 2 CESifo 2 Carleton University, Department of Economics 2 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Department of Economics, Oxford University 2 EconWPA 2 Rutgers University / Department of Economics 2 School of Economics and Management, University of Aarhus 2 University of Bonn, Germany 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Agricultural and Applied Economics Association - AAEA 1 Bank for International Settlements (BIS) 1 Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 1 Christian-Albrechts-Universität zu Kiel 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Leicester University 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Département de Sciences Économiques, Université de Montréal 1 ETH Zurich, Chair of Sociology 1 Econometric Society 1 Economics Department, Ben Gurion University of the Negev 1 Economics Group, Nuffield College, University of Oxford 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Frankfurt School of Finance and Management 1 Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM), Galatasaray Üniversitesi 1 Institute of Economic Research, Hitotsubashi University 1 International Centre for Economic Research (ICER) 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 London School of Economics (LSE) 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 20 MPRA Paper 16 Journal of econometrics 10 Statistics & Probability Letters 10 Annals of the Institute of Statistical Mathematics 9 CEMMAP working papers / Centre for Microdata Methods and Practice 8 Mathematics and Computers in Simulation (MATCOM) 6 Journal of Applied Statistics 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 CEMFI working paper 4 CIRJE discussion papers / F series 4 Computational Statistics & Data Analysis 4 Cowles Foundation Discussion Papers 4 Documentos de trabajo / Banco de España 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Statistical Papers / Springer 4 Applied Econometrics 3 Bulletin of the Czech Econometric Society 3 CESifo Working Paper 3 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 3 Econometric reviews 3 Econometrics Journal 3 Metrika 3 Risks 3 Risks : open access journal 3 Studies in Nonlinear Dynamics & Econometrics 3 Working Paper 3 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 3 Advances in Complex Systems (ACS) 2 Bonn Econ Discussion Papers 2 CEPR Discussion Papers 2 CESifo Working Paper Series 2 CESifo working papers 2 CIRANO Working Papers 2 CREATES Research Papers 2 Carleton Economic Papers 2 Computational economics 2 Cowles Foundation discussion paper 2 Discussion Papers in Economics 2 Economics Series Working Papers / Department of Economics, Oxford University 2
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Source
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RePEc 192 ECONIS (ZBW) 143 EconStor 28 Other ZBW resources 8 BASE 6 USB Cologne (EcoSocSci) 1
Showing 1 - 10 of 378
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...
Persistent link: https://www.econbiz.de/10015055665
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
Persistent link: https://www.econbiz.de/10014577033
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One factor to bind the cross-section of returns
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2024
Persistent link: https://www.econbiz.de/10014538999
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Individual life insurance during epidemics
Francis, Laura; Steffensen, Mogens - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10014519976
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Capital structure on dividend policy : is there any relationship?
Enow, Samuel Tabot - In: International journal of economics and financial issues … 13 (2023) 3, pp. 141-144
Persistent link: https://www.econbiz.de/10014288656
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Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
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Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
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Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Ben; Nendel, Max; Röckner, Michael - 2022
generators (L,D(L)) and prove that uniqueness of the Fokker-Planck-Kolmogorov equations corresponding to (L0,D(L0)) for all Dirac … Kolmogorov operator of a large number of SDEs on finite and infinite dimensional state spaces as Markov core operators for the …
Persistent link: https://www.econbiz.de/10014304791
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Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge; Mijatović, Aleksandar - In: Finance and stochastics 26 (2022) 4, pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
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Cover Image
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Ben; Nendel, Max; Röckner, Michael - 2022
generators (L,D(L)) and prove that uniqueness of the Fokker-Planck-Kolmogorov equations corresponding to (L0,D(L0)) for all Dirac … Kolmogorov operator of a large number of SDEs on finite and infinite dimensional state spaces as Markov core operators for the …
Persistent link: https://www.econbiz.de/10013184556
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