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  • Search: subject:"ergodic theorem"
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Year of publication
Subject
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Estimation theory 3 Schätztheorie 3 Bayes-Statistik 2 Bayesian average 2 Bayesian inference 2 Lyapunov exponents 2 Statistical theory 2 Statistische Methodenlehre 2 conditional mean estimation 2 ergodic theorem 2 multiplicative ergodic theorem 2 summary statistic 2 time-varying rational expectations models 2 ARCH model 1 ARCH-Modell 1 Ergodic theorem 1 Ergodic theorem Contraction property 1 Exchangeability 1 Invariance 1 Isometry 1 Lyapunov exponent 1 New Keynesian model 1 Stochastic Recurrence Equation 1 Stochastic process 1 Stochastischer Prozess 1 Strict stationarity 1 Subadditive sequence 1 Taylor rule 1 Time series analysis 1 Zeitreihenanalyse 1 Zonoid 1 functional Garch 1 random dynamical systems 1
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Online availability
All
Free 6
Type of publication
All
Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 5 Undetermined 1
Author
All
Cheng, Tingting 2 Gao, Jiti 2 Neusser, Klaus 2 Phillips, Peter C. B. 2 Kandji, Baye Matar 1 Molchanov, Ilga 1 Schmutz, Michael 1 Stucki, Kaspar 1
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Institution
All
Departamento de Estadistica, Universidad Carlos III de Madrid 1
Published in...
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Discussion Papers 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Statistics and Econometrics Working Papers 1 Working paper series 1
Source
All
ECONIS (ZBW) 3 EconStor 2 RePEc 1
Showing 1 - 6 of 6
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On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar - 2023
Persistent link: https://www.econbiz.de/10014321021
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The New Keynesian model with stochastically varying policies
Neusser, Klaus - 2018
The Multiplicative Ergodic Theorem provides a novel general methodology to analyze rational expectations models with …
Persistent link: https://www.econbiz.de/10012112064
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Time-varying rational expectations models: Solutions, stability, numerical implementation
Neusser, Klaus - 2017
While rational expectations models with time-varying (random) coefficients have gained some esteem, the understanding of their dynamic properties is still in its infancy. The paper adapts results from the theory of random dynamical systems to solve and analyze the stability of rational...
Persistent link: https://www.econbiz.de/10012112101
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Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011781976
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A frequency approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011781652
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Invariance properties of random vectors and stochastic processes based on the zonoid concept
Molchanov, Ilga; Schmutz, Michael; Stucki, Kaspar - Departamento de Estadistica, Universidad Carlos III de … - 2012
is shown that nonetheless the ergodic theorem holds for swap invariant sequences and the limits are characterized …
Persistent link: https://www.econbiz.de/10010556341
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