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Stochastic process
Theorie
606
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605
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407
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407
Zeitreihenanalyse
340
Time series analysis
339
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170
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142
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137
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129
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105
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105
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104
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102
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64
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59
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English
129
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Phillips, Peter C. B.
79
Yu, Jun
43
Hurn, Stan
11
Lieberman, Offer
10
Wang, Qiying
9
Lindsay, Kenneth A.
8
Park, Joon Y.
7
Hu, Ling
6
Chang, Yoosoon
5
Meyer, Renate
5
Wang, Xiaohu
5
Cavaliere, Giuseppe
4
Jin, Sainan
4
Sabzikar, Farzad
4
Smeekes, Stephan
4
Taylor, Robert
4
Xiao, Weilin
4
Zhang, Chen
4
Han, Chirok
3
Knight, John L.
3
Liang, Hanying
3
Martin, Vance
3
Shimotsu, Katsumi
3
Sul, Donggyu
3
Wang, Hanchao
3
Bao, Yong
2
Berg, Andreas
2
Biswas, Eva
2
Cho, Jin Seo
2
Gao, Jiti
2
Jeisman, J. I.
2
Kim, Chang Sik
2
Liao, Zhipeng
2
McClelland, Andrew
2
Shi, Shuping
2
Tse, Yiu Kuen
2
Ullah, Aman
2
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2
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2
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2
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Cowles Foundation discussion paper
26
Journal of econometrics
13
Cowles Foundation Discussion Paper
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric reviews
8
Econometric theory
6
Working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion papers in economics, finance and international competitiveness
3
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Global COE Hi-Stat discussion paper series
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
The econometrics journal
2
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1
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1
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1
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1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Maximum simulated likelihood methods and applications
1
NCER working paper series
1
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Research paper / University of Melbourne, Department of Economics
1
Resource and energy economics
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Time series analysis : in memory of E. J. Hannan
1
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ECONIS (ZBW)
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1
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan
;
Lindsay, Kenneth A.
;
Martin, Vance
-
1999
Persistent link: https://www.econbiz.de/10001517908
Saved in:
2
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
3
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
4
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo (Robert)
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
6
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
7
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
8
Some new results for the optimal impulse control of Brownian motion
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517851
Saved in:
9
Estimating the parameters of stochastic differential equations by Monte Carlo methods
Hurn, Stan
;
Lindsay, Kenneth A.
-
1995
Persistent link: https://www.econbiz.de/10000916033
Saved in:
10
Discretised non-linear filtering for dynamic latent variable models : with application to stochastic volatility
Clements, Adam
;
Hurn, Stan
;
White, Scott
-
2004
Persistent link: https://www.econbiz.de/10002104722
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