Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"R-estimation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
R-estimation
5
ARCH model
2
ARCH-Modell
2
Estimation theory
2
Schätztheorie
2
ranks
2
ARMA models
1
Asymptotic relative efficiency
1
Conditional heteroskedasticity
1
Discretely observed Lévy processes
1
Distribution-freeness
1
Estimation
1
Forecasting
1
GARCH models
1
Heteroscedasticity
1
Heteroskedastizität
1
LAD estimation
1
Local asymptotic normality
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
R-Estimation
1
Realized volatility
1
Robustness
1
Schätzung
1
Skew-t family
1
Stable distributions
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
asymptotic linearity
1
common principal components
1
elliptical densities
1
empirical process
1
independent component analysis (ICA)
1
local asymptotic normality
1
local asymptotic normality (LAN)
1
principal components
1
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
Undetermined
4
English
2
Author
All
Hallin, Marc
4
Paindaveine, Davy
2
Verdebout, Thomas
2
Allal, Jelloul
1
Kaaouachi, Abdelali
1
La Vecchia, Davide
1
Liu, Hang
1
Mehta, Chintan
1
Mukherjee, Kanchan
1
Swan, Yvik
1
Veredas, David
1
more ...
less ...
Institution
All
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
Working Papers ECARES
2
Journal of Econometrics
1
Journal of econometrics
1
MPRA Paper
1
The econometrics journal
1
Source
All
RePEc
4
ECONIS (ZBW)
2
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
2
Efficient
R-Estimation
of Principal and Common Principal Components
Hallin, Marc
;
Paindaveine, Davy
;
Verdebout, Thomas
-
European Centre for Advanced Research in Economics and …
-
2013
Persistent link: https://www.econbiz.de/10010826307
Saved in:
3
R-Estimation
for Asymmetric Independent Component Analysis
Hallin, Marc
;
Mehta, Chintan
-
European Centre for Advanced Research in Economics and …
-
2013
Persistent link: https://www.econbiz.de/10010826320
Saved in:
4
R-estimation
in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
5
One-step
R-estimation
in linear models with stable errors
Hallin, Marc
;
Swan, Yvik
;
Verdebout, Thomas
;
Veredas, David
- In:
Journal of Econometrics
172
(
2013
)
2
,
pp. 195-204
-stable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step
R-estimation
method …
Persistent link: https://www.econbiz.de/10011052279
Saved in:
6
R-estimation
for ARMA models
Allal, Jelloul
;
Kaaouachi, Abdelali
;
Paindaveine, Davy
-
Volkswirtschaftliche Fakultät, …
-
2001
This paper is devoted to the
R-estimation
problem for the parameter of a stationary ARMA model. The asymptotic uniform …
Persistent link: https://www.econbiz.de/10008592940
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
