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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Schätztheorie
40,522
Estimation theory
39,893
Theorie
9,538
Theory
9,155
Schätzung
7,454
Estimation
7,360
Zeitreihenanalyse
6,823
Time series analysis
6,748
Regressionsanalyse
5,128
Regression analysis
5,110
Nichtparametrisches Verfahren
3,860
Nonparametric statistics
3,776
Prognoseverfahren
2,359
Forecasting model
2,331
Panel
2,218
Panel study
2,169
Volatilität
2,028
Volatility
2,005
Statistischer Test
1,990
Statistical test
1,955
Statistische Verteilung
1,882
Statistical distribution
1,854
Statistische Methodenlehre
1,672
Statistical theory
1,668
Stochastic process
1,663
USA
1,579
ARCH-Modell
1,530
United States
1,525
ARCH model
1,521
Monte-Carlo-Simulation
1,476
Bayes-Statistik
1,472
Monte Carlo simulation
1,465
Bayesian inference
1,454
Korrelation
1,386
Correlation
1,371
Induktive Statistik
1,363
Stichprobenerhebung
1,361
Sampling
1,360
Statistical inference
1,360
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Free
652
Undetermined
564
CC license
44
Type of publication
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Article
970
Book / Working Paper
711
Type of publication (narrower categories)
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Article in journal
907
Aufsatz in Zeitschrift
907
Working Paper
376
Arbeitspapier
361
Graue Literatur
350
Non-commercial literature
350
Aufsatz im Buch
46
Book section
46
Hochschulschrift
21
Thesis
13
Forschungsbericht
7
Collection of articles of several authors
6
Collection of articles written by one author
6
Sammelwerk
6
Sammlung
6
Conference paper
5
Konferenzbeitrag
5
Amtsdruckschrift
3
Government document
3
Bibliografie enthalten
2
Bibliography included
2
Conference proceedings
1
Dissertation u.a. Prüfungsschriften
1
Einführung
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Lehrbuch
1
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1
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1
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1
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1
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English
1,670
German
11
French
1
Undetermined
1
Author
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Phillips, Peter C. B.
27
Koopman, Siem Jan
20
Takahashi, Akihiko
16
Tauchen, George Eugene
15
Reiß, Markus
14
Todorov, Viktor
14
Tsionas, Efthymios G.
13
McAleer, Michael
12
Lieberman, Offer
11
Chan, Joshua
10
Linton, Oliver
10
Lucas, André
10
Park, Joon Y.
10
Yu, Jun
10
Gao, Jiti
9
Iacus, Stefano Maria
9
Li, Jia
9
Spokojnyj, Vladimir G.
9
Blasques, Francisco
8
Cui, Zhenyu
8
Fu, Michael
8
Greene, William
8
Kristensen, Dennis
8
Küchler, Uwe
8
Parmeter, Christopher F.
8
Yamada, Toshihiro
8
Dong, Chaohua
7
Dufour, Jean-Marie
7
Hafner, Christian M.
7
Ortega, Juan-Pablo
7
Ruiz, Esther
7
Arvanitis, Stelios
6
Asai, Manabu
6
Aït-Sahalia, Yacine
6
Bibinger, Markus
6
Bos, Charles S.
6
Carriero, Andrea
6
Clark, Todd E.
6
Craig, Ben R.
6
Filipović, Damir
6
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
National Bureau of Economic Research
6
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Cowles Commission for Research in Economics
1
European Commission / Statistical Office of the European Communities
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
Universität Ulm
1
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Published in...
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Journal of econometrics
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
35
European journal of operational research : EJOR
30
Discussion paper / Tinbergen Institute
28
Econometric reviews
28
Mathematics of operations research
23
CREATES research paper
22
Econometrics : open access journal
18
Quantitative finance
17
Computational economics
16
Operations research
16
Discussion papers of interdisciplinary research project 373
15
Journal of empirical finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Cowles Foundation discussion paper
14
Econometric theory
14
International journal of theoretical and applied finance
14
SFB 649 discussion paper
14
The journal of computational finance
14
Insurance / Mathematics & economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Risks : open access journal
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Finance and stochastics
12
Quantitative economics : QE ; journal of the Econometric Society
12
Economic modelling
11
Journal of productivity analysis
11
Operations research letters
11
The econometrics journal
10
Working paper
10
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
9
Research paper series / Swiss Finance Institute
9
Série des documents de travail
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
8
Journal of the American Statistical Association : JASA
8
Asia-Pacific financial markets
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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Source
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ECONIS (ZBW)
1,664
EconStor
15
USB Cologne (EcoSocSci)
2
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1
Stochastic processes and estimation theory with applications
Assefi, Touraj
-
1979
Persistent link: https://www.econbiz.de/10009583933
Saved in:
2
A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
14
(
2000
)
2
,
pp. 91-118
Persistent link: https://www.econbiz.de/10001512661
Saved in:
3
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499561
Saved in:
4
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine
;
Laredo, Catherine
;
Nussbaum, …
-
2000
Persistent link: https://www.econbiz.de/10001528152
Saved in:
5
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiß, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
Saved in:
6
Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
Lettau, Martin
;
Gong, Gang
;
Semmler, Willi
- In:
Journal of economic behavior & organization : JEBO
44
(
2001
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10001531911
Saved in:
7
Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael
-
2000
Persistent link: https://www.econbiz.de/10001456710
Saved in:
8
Bounded vs. unbounded noise in efficiency estimation: performance of alternative estimators
Gstach, Dieter
- In:
Data envelopment analysis in the service sector
,
(pp. 103-119)
.
1999
Persistent link: https://www.econbiz.de/10001437204
Saved in:
9
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
Saved in:
10
Testing for heterogeneous technology : a Rao's score test
Kim, Chong-bŏm
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10001444738
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