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  • Search: subject:"parameter estimation"
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Year of publication
Subject
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parameter estimation 139 Parameter estimation 132 Schätztheorie 96 Estimation theory 86 parameter estimation error 36 Schätzung 34 Estimation 32 Theorie 29 Prognoseverfahren 21 block bootstrap 20 Parameter Estimation 19 Stochastic process 18 Stochastischer Prozess 18 Zeitreihenanalyse 18 Bayesian inference 16 Risk 16 Theory 16 Bayes-Statistik 15 Mathematical programming 15 Mathematische Optimierung 15 Risiko 15 Statistische Verteilung 14 Volatility 13 equation 13 forecasting 13 probability 13 Forecasting model 12 Volatilität 12 correlation 12 statistics 12 Maximum likelihood estimation 11 Statistical distribution 11 Time series analysis 11 equations 11 prediction 11 stochastic volatility 11 Algorithm 10 Algorithmus 10 Risk management 10 econometrics 10
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Online availability
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Undetermined 202 Free 165 CC license 12
Type of publication
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Article 286 Book / Working Paper 128 Other 3
Type of publication (narrower categories)
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Article in journal 95 Aufsatz in Zeitschrift 95 Working Paper 39 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 13 Article 13 Thesis 8 research-article 5 Congress Report 4 Hochschulschrift 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 Report 1
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Language
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Undetermined 216 English 200 Russian 1
Author
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Corradi, Valentina 26 Swanson, Norman R. 24 Swanson, Norman 14 Armah, Nii Ayi 8 Dette, Holger 7 Bhardwaj, Geetesh 6 Blasques, Francisco 6 Bräuning, Falk 6 Hurn, Stan 5 Lelyveld, Iman van 5 Mamon, Rogemar 5 Misiorek, Adam 5 Borak, Szymon 4 Haines, Linda M. 4 Hong, Yongmiao 4 Beran, Jan 3 Biedermann, Stefanie 3 Du, Zaichao 3 Feng, Yuanhua 3 Lindsay, K.A. 3 McClelland, Andrew 3 Seitshiro, Modisane B. 3 Weron, Rafal 3 Xi, Xiaojing 3 Yu, Keming 3 Abbasi, B 2 Abbasi, Babak 2 Bachoc, François 2 Ben Messaoud, Ramzi 2 Brouste, Alexandre 2 Cao, Yan 2 Chronopoulou, Alexandra 2 De Silva, Basil M. 2 Deng, Xinyang 2 Deng, Yong 2 Doucet, Arnaud 2 Erlwein, Christina 2 Ferrari, Emanuele 2 Fonseka, Cicil 2 Franses, Ph.H.B.F. 2
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Institution
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International Monetary Fund (IMF) 16 Department of Economics, Rutgers University-New Brunswick 15 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 National Centre for Econometric Research (NCER) 4 College of Law and Business 2 Econometric Society 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 HAL 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 International Monetary Fund 2 School of Quantitative Methods and Mathematical Sciences 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 University of California, Berkeley 2 University of Western Sydney 2 Bank for International Settlements (BIS) 1 Business School, University of Exeter 1 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Association of Agricultural Economists - EAAE 1 Finance Discipline Group, Business School 1 Harris School of Public Policy, University of Chicago 1 International Sri Lankan Statistical Conference: Visions of Futuristic Methodologies 28-30 Dec 2004 Kandy, SriLanka 1 International Sri lankan Statistical Conference: Visions of Futuristic Methodologies 28-30 Dec 2004 Kandy, SriLanka 1 London School of Economics (LSE) 1 New South Wales. Dept. Of Health 1 New South Wales. Dept. of Health 1 School of Economics and Finance, Business School 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Working Paper 16 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 15 IMF Working Papers 15 Mathematics and Computers in Simulation (MATCOM) 12 Annals of the Institute of Statistical Mathematics 9 Water Resources Management 9 Psychometrika 8 Statistical Inference for Stochastic Processes 8 Management Science 7 Energy Reports 6 Energy reports 6 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 6 Physica A: Statistical Mechanics and its Applications 6 Computational Statistics & Data Analysis 5 Energy 5 MPRA Paper 5 Applied Energy 4 Computational Statistics 4 Journal of Multivariate Analysis 4 Metrika 4 NCER Working Paper Series 4 Quantitative finance 4 Renewable Energy 4 Statistics & Probability Letters 4 Cogent economics & finance 3 Computational economics 3 European Journal of Industrial Engineering 3 European journal of operational research : EJOR 3 International journal of production research 3 Journal of economic dynamics & control 3 Natural Hazards 3 Risks : open access journal 3 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 3 Algorithmic Finance 2 CoFE Discussion Paper 2 Cogent Economics & Finance 2 Computational Economics 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Econometric Society 2004 North American Winter Meetings 2
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Source
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RePEc 231 ECONIS (ZBW) 114 EconStor 39 BASE 25 Other ZBW resources 7 USB Cologne (EcoSocSci) 1
Showing 241 - 250 of 417
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Implications of Parameter Estimation Uncertainty for the Central Banker Behaviour
Sahuc, Jean-Guillaume - In: The International Journal of Applied Economics 2 (2005) 1, pp. 1-24
This paper studies the implications of parameter estimation uncertainty on the central banker behaviour. It first … parameter estimation uncertainty is covered by the introduction of the full variance-covariance matrix of the parameter …
Persistent link: https://www.econbiz.de/10004974499
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Optimal extraction of solar cell parameters using pattern search
AlHajri, M.F.; El-Naggar, K.M.; AlRashidi, M.R.; … - In: Renewable Energy 44 (2012) C, pp. 238-245
different solar cell models. Comparison among different parameter estimation techniques is presented to show the effectiveness …
Persistent link: https://www.econbiz.de/10010806782
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Control-oriented modeling of the energy-production of a synchronous generator in a nuclear power plant
Fodor, Attila; Magyar, Attila; Hangos, Katalin M. - In: Energy 39 (2012) 1, pp. 135-145
Nuclear Power Plant (Hungary) is developed in this paper based on first engineering principles that is able to describe the time-varying active and reactive power output of the generator. These generators are required to take part in the reactive power support of the power grid following the...
Persistent link: https://www.econbiz.de/10010809514
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Optimal design and directional leverage with applications in differential equation models
Burch, Nathanial; Hoeting, Jennifer; Estep, Donald - In: Metrika 75 (2012) 7, pp. 895-911
We consider the problem of estimating input parameters for a differential equation model, given experimental observations of the output. As time and cost limit both the number and quality of observations, the design is critical. A generalized notion of leverage is derived and, with this, we...
Persistent link: https://www.econbiz.de/10010846097
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Predicting Transient Storage Model Parameters of Rivers by Genetic Algorithm
Sahay, Rajeev - In: Water Resources Management 26 (2012) 13, pp. 3667-3685
The presence of transient storage zone modifies the riverine pollutant transport. In the present work, new empirical expressions for three key parameters of transient storage model (TSM), an important method for predicting concentration variation of pollutants in rivers, have been derived...
Persistent link: https://www.econbiz.de/10010847291
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Uncovering the Best Skill Multimap by Constraining the Error Probabilities of the Gain-Loss Model
Anselmi, Pasquale; Robusto, Egidio; Stefanutti, Luca - In: Psychometrika 77 (2012) 4, pp. 763-781
The Gain-Loss model is a probabilistic skill multimap model for assessing learning processes. In practical applications, more than one skill multimap could be plausible, while none corresponds to the true one. The article investigates whether constraining the error probabilities is a way of...
Persistent link: https://www.econbiz.de/10010848121
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On identification of the threshold diffusion processes
Kutoyants, Yury - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 383-413
Persistent link: https://www.econbiz.de/10010848668
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Statistical estimation of Lévy-type stochastic volatility models
Figueroa-López, José - In: Annals of Finance 8 (2012) 2, pp. 309-335
Persistent link: https://www.econbiz.de/10010989128
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A structural model of firm and industry evolution: Evidence from Chile
Şeker, Murat - In: Journal of Economic Dynamics and Control 36 (2012) 6, pp. 891-913
Although there are many models that yield a simple interpretation of the basic features of firm and industry evolution, they are too stylized to confront the micro-level data in a formal quantitative analysis. By introducing heterogeneity to a stylized industry evolution model, I explain several...
Persistent link: https://www.econbiz.de/10011051927
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On tail index estimation using a sample with missing observations
Ilić, Ivana - In: Statistics & Probability Letters 82 (2012) 5, pp. 949-958
For the sequence of heavy-tailed, dependent and heterogeneous random variables with the missing observations the estimation of the tail-index is considered. Under minimal but verifiable assumption of “extremal dependence” we proved the consistency of a geometric-type estimator (Brito and...
Persistent link: https://www.econbiz.de/10011039854
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