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
Retain my current filters
~isPartOf:"Working paper"
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
Maximum Likelihood and Gaussia...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
6
Zeitreihenanalyse
6
Stochastic process
5
Stochastischer Prozess
5
Estimation theory
4
Schätztheorie
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Long memory
3
Statistical test
3
Statistischer Test
3
ARCH model
2
ARCH-Modell
2
Fractional Brownian motion
2
Fractional Gaussian noise
2
Realized volatility
2
Whittle likelihood
2
Anti-persistence
1
Anti-persistency
1
Bayes factor
1
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Change-of-frequency
1
Cluster analysis
1
Clusteranalyse
1
Clustering
1
Conditional expectation
1
Consistency
1
Continuous record
1
Correlation
1
Discrete record
1
Disjoint confidence sets
1
Double asymptotics
1
Dynamic correlation
1
Einheitswurzeltest
1
Estimation
1
Explosive process
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Yu, Jun
9
Phillips, Peter C. B.
3
Shi, Shuping
3
Zhang, Chen
3
Chen, Han
1
Fei, Yijie
1
Jiang, Hui
1
Li, Jia
1
Li, Yong
1
Liao, Weilin
1
Liu, Yanbo
1
Lui, Yiu Lim
1
Pan, Yajuan
1
Wang, Nianling
1
Wang, Xiaohu
1
Yang, Qingshan
1
Zhang, Yonghui
1
more ...
less ...
Published in...
All
Working paper
Working Papers / School of Economics, Singapore Management University
282
Cowles Foundation Discussion Papers
248
Econometric Theory
83
Journal of econometrics
70
Econometric theory
68
Journal of Econometrics
30
Cowles Foundation discussion paper
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Cowles Foundation Discussion Paper
15
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
15
The econometrics journal
10
Econometric reviews
8
Economics letters
8
Finance Working Papers
7
International economic review
6
The review of financial studies
6
Yale School of Management Working Papers
6
Economics Letters
5
Econometrics Journal
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Monash Econometrics and Business Statistics Working Papers
4
Oxford bulletin of economics and statistics
4
Annals of economics and finance
3
CAFE Research Paper
3
Econometric Reviews
3
Econometrics : open access journal
3
Economic modelling
3
Journal of applied econometrics
3
Journal of business research : JBR
3
Journal of international consumer marketing
3
Journal of internet commerce
3
Microeconomics Working Papers
3
New Zealand economic papers
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of consumer marketing
3
Tourism management : research, policies, practice
3
University of California at Santa Barbara, Economics Working Paper Series
3
Annals of Economics and Finance
2
Applied financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10012819732
Saved in:
2
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
4
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Jiang, Hui
;
Pan, Yajuan
;
Liao, Weilin
;
Yang, Qingshan
; …
-
2023
Persistent link: https://www.econbiz.de/10014320455
Saved in:
5
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
7
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
8
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
9
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
