//--> //--> //-->
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
~subject:"Schätzung"
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:"Parameter-driven"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
5
Zeitreihenanalyse
5
Importance Sampling
4
Multi-state Duration models
4
Parameter Driven models
4
Simulated Maximum Likelihood
4
credit risk
4
generalized autoregressive score model
4
regime switching
4
structural breaks
4
time-varying parameters
4
Theory
3
Time series analysis
3
observation driven models
3
parameter driven models
3
Credit risk
2
Efficient Importance Sampling
2
Estimation
2
GLARMA
2
Kreditrisiko
2
Markov Chain Monte-Carlo
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Observation-driven
2
Observation-driven model
2
Ordered Probit
2
Parameter-driven
2
Parameter-driven model
2
Sampling
2
Scientific modelling
2
Statistische Bestandsanalyse
2
Stichprobenerhebung
2
Structural break
2
Strukturbruch
2
efficient importance sampling
2
Autocorrelation
1
Branching Process with Immigration
1
Count time series
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bekierman, Jeremias
1
Calvori, Francesco
1
Creal, Drew
1
Gribisch, Bastian
1
Koopman, Siem Jan
1
Lucas, André
1
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->