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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Hoga, Yannick"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Forecasting model
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Estimation theory
15
Schätztheorie
15
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9
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9
Statistische Verteilung
7
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5
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5
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4
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3
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3
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2
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2
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Hoga, Yannick
Koopman, Siem Jan
Kumar, Dilip
8
Peng, Liang
7
Nielsen, Morten Ørregaard
6
Sbrana, Giacomo
6
Taylor, Robert
6
Wu, Ximing
6
Cai, Zongwu
5
Demetrescu, Matei
5
Hounyo, Ulrich
5
Lee, Ji Hyung
5
MacKinnon, James G.
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Shang, Han Lin
5
Taylor, James W.
5
Tu, Yundong
5
Webb, Matthew
5
Zhang, Xinyu
5
Ardia, David
4
Cavaliere, Giuseppe
4
Fosten, Jack
4
Fung, Tsz Chai
4
Inoue, Atsushi
4
Kim, Donggyu
4
Koop, Gary
4
Linton, Oliver
4
Shi, Yanlin
4
Song, Xiaojun
4
Ullah, Aman
4
Wang, Shouyang
4
Wen, Kuangyu
4
Wied, Dominik
4
Xiao, Zhijie
4
Yang, Zhenlin
4
Ñíguez, Trino-Manuel
4
Andersen, Torben
3
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3
Bera, Anil K.
3
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Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Econometric theory
1
International journal of forecasting
1
Journal of financial econometrics
1
The econometrics journal
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1
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
3
Where does the tail begin? : an approach based on scoring rules
Hoga, Yannick
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 579-601
Persistent link: https://www.econbiz.de/10012195423
Saved in:
4
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
5
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
6
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
Saved in:
7
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
10
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
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