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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Theorie
57
Theory
57
Zeitreihenanalyse
52
Estimation theory
51
Schätztheorie
51
Time series analysis
50
Bayesian inference
39
Bayes-Statistik
38
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29
Prognoseverfahren
29
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28
Volatilität
28
Monte Carlo simulation
24
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24
Estimation
23
Schätzung
23
Stochastic process
23
Stochastischer Prozess
23
Markov-Kette
17
Markov chain
16
Nonparametric statistics
16
Option pricing theory
16
Optionspreistheorie
16
State space model
16
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16
ARMA model
14
ARMA-Modell
14
Cointegration
12
Kointegration
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Börsenkurs
11
Share price
11
Sampling
10
Stichprobenerhebung
10
Induktive Statistik
9
Statistical distribution
9
Statistical inference
9
Statistische Verteilung
9
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Free
11
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5
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Arbeitspapier
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Working Paper
11
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10
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English
16
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Martin, Gael M.
11
Poskitt, Donald Stephen
10
Grose, Simone D.
7
Forbes, Catherine Scipione
6
Maneesoonthorn, Worapree
5
Frazier, David T.
2
Zhang, Lina
2
Zhao, Xueyan
2
Hu, Shuowen
1
Martin, M.
1
McCabe, Brendan Peter Martin
1
Ng, Jason
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of econometrics
2
Econometric theory
1
Economic modelling
1
International journal of forecasting
1
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ECONIS (ZBW)
16
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Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
Saved in:
2
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
3
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
4
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
5
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Saved in:
6
Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Poskitt, Donald Stephen
-
2006
Persistent link: https://www.econbiz.de/10003361014
Saved in:
7
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
8
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
9
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
10
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
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