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~subject:"Estimation theory"
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Estimation theory
Theorie
121
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115
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52
Estimation
48
USA
48
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43
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43
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40
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37
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34
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English
22
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Mittnik, Stefan
18
Račev, Svetlozar T.
5
Kurz-Kim, Jeong-Ryeol
4
Hansen, Gerd
3
Mizrach, Bruce Marshall
3
Haas, Markus
2
Klein, Ingo
2
Paolella, Marc S.
2
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1
Fabozzi, Frank J.
1
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1
Jasic, Teo
1
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1
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1
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1
Paterlini, Sandra
1
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1
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1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
Economics letters
3
CESifo working papers
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of risk and financial management : JRFM
1
Risk assessment : decisions in banking and finance
1
Symposium on nonlinear econometrics and economic theory
1
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ECONIS (ZBW)
22
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1
Estimation in the presence of structural change
Mizrach, Bruce Marshall
-
1987
Persistent link: https://www.econbiz.de/10000741070
Saved in:
2
Determining delay times for phase space reconstruction with application to the FF-DM exchange rate
Mizrach, Bruce Marshall
- In:
Journal of economic behavior & organization : JEBO
30
(
1996
)
3
,
pp. 369-381
Persistent link: https://www.econbiz.de/10001335481
Saved in:
3
On determining the dimension of real-time stock-price data
Mayfield, E. Scott
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 367-374
Persistent link: https://www.econbiz.de/10001126530
Saved in:
4
Portfolio selection with common correlation mixture models
Haas, Markus
;
Mittnik, Stefan
- In:
Risk assessment : decisions in banking and finance
,
(pp. 47-76)
.
2008
Persistent link: https://www.econbiz.de/10003781608
Saved in:
5
Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
3
,
pp. 279-284
Persistent link: https://www.econbiz.de/10001027025
Saved in:
6
The determination of the state covariance matrix of moving-average processes without computation
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
2
,
pp. 177-179
Persistent link: https://www.econbiz.de/10001027051
Saved in:
7
Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Mittnik, Stefan
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 731-740
Persistent link: https://www.econbiz.de/10001111238
Saved in:
8
Unit root inference in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1996
Persistent link: https://www.econbiz.de/10000955832
Saved in:
9
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10000955842
Saved in:
10
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
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