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Search: subject:"adaptive estimation"
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Adaptive estimation
18
Estimation theory
13
Schätztheorie
13
adaptive estimation
10
Estimation
6
Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Partially adaptive estimation
4
Heteroscedasticity
3
Heteroskedastizität
3
Semiparametric efficiency
3
Volatility
3
Volatilität
3
Archimedean copula
2
Beta
2
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2
Betafaktor
2
Bias
2
Börsenkurs
2
Capital income
2
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2
Forecasting
2
Heteroskedasticity
2
Kalman filter
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Model selection
2
Nonparametric estimation
2
Share price
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Systematischer Fehler
2
heteroskedasticity
2
multivariate distribution
2
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21
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17
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McDonald, James
3
Comte, F.
2
Li, Jia
2
Lindström, Erik
2
Madsen, Henrik
2
McDonald, James B.
2
Nystrup, Peter
2
Tauchen, George Eugene
2
Taylor, Robert
2
Theodossiou, Panayiotis
2
Todorov, Viktor
2
Baltagi, Badi
1
Bidlot, J.-R.
1
Boyer, Brian
1
Bresson, Georges
1
Brunel, E.
1
Cao, Chengyu
1
Caudill, Steven B.
1
Cavaliere, Giuseppe
1
Chen, Yixin
1
Chia, Bryan
1
Cook, Jason
1
Dermoune, Azzouz
1
Djehiche, Boualem
1
Evers, Johnny
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Jurečková, Jana
1
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1
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1
Kenneth W. Bauer, Jr.
1
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Journal of econometrics
6
Annals of the Institute of Statistical Mathematics
3
Journal of Multivariate Analysis
3
Computational Economics
2
Econometric Reviews
2
Econometric reviews
2
Statistical Inference for Stochastic Processes
2
Statistics & Risk Modeling
2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
Applied Energy
1
Bulletin of the Czech Econometric Society
1
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1
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1
Econometrics : open access journal
1
Economics - The Open-Access, Open-Assessment E-Journal
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1
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1
Journal of forecasting
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Management Science
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Stochastic Processes and their Applications
1
Studies in Nonlinear Dynamics & Econometrics
1
The review of economic studies : RES
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RePEc
22
ECONIS (ZBW)
15
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1
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao
;
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
Saved in:
4
Adaptive
estimation
of AR∞ models with time-varying variances
Zhang, Erhua
;
Wu, Jilin
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511135
Saved in:
5
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Adaptive inference on pure spatial models
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 375-393
Persistent link: https://www.econbiz.de/10012439728
Saved in:
7
A bias bound approach to non-parametric inference
Schennach, Susanne M.
- In:
The review of economic studies : RES
87
(
2020
)
5
,
pp. 2439-2472
Persistent link: https://www.econbiz.de/10012387190
Saved in:
8
Distributional assumptions and the estimation of contingent valuation models
McDonald, James B.
;
Walton, Daniel B.
;
Chia, Bryan
- In:
Computational economics
56
(
2020
)
2
,
pp. 431-460
Persistent link: https://www.econbiz.de/10012272042
Saved in:
9
Adaptive
estimation
of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong
;
Wang, Ying
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
Saved in:
10
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
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