//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Stochastic process
Estimation theory
82
Schätztheorie
82
Theorie
82
Theory
82
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Regression analysis
17
Regressionsanalyse
17
Time series analysis
17
Zeitreihenanalyse
17
Estimation
11
Schätzung
11
Stochastischer Prozess
11
Deutschland
10
Germany
10
Statistical test
8
Statistischer Test
8
Statistical distribution
7
Statistische Verteilung
7
Markov chain
6
Markov-Kette
6
Volatilität
5
Großbritannien
4
Lag model
4
Lag-Modell
4
Robust statistics
4
Robustes Verfahren
4
USA
4
United Kingdom
4
United States
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Capital income
3
Cointegration
3
Core
3
Kapitaleinkommen
3
Kointegration
3
more ...
less ...
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
12
Graue Literatur
12
Working Paper
12
Language
All
English
12
Author
All
Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Härdle, Wolfgang
2
Vasiliev, Vjatscheslav A.
2
Dankenbring, Henning
1
Genon-Catalot, Valentine
1
Grammig, Joachim
1
Guščin, Aleksandr A.
1
Herwartz, Helmut
1
Kutoyants, Yu. A.
1
Laredo, Catherine
1
Liptser, R.
1
Mercurio, Danilo
1
Nussbaum, Michael
1
Reiss, Markus
1
Teyssière, Gilles
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrics : open access journal
International journal of economics and financial issues : IJEFI
Discussion paper / Tinbergen Institute
37
CREATES research paper
26
SFB 649 discussion paper
14
Discussion papers of interdisciplinary research project 373
11
Cowles Foundation discussion paper
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
7
Documento de trabajo
6
GRIPS discussion papers
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CORE discussion papers : DP
5
Discussion paper
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
KBI
5
Série des documents de travail
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers / Rutgers University, Department of Economics
5
Working papers / TSE : WP
5
CEMFI working paper
4
Cambridge working papers in economics
4
Discussion papers / CEPR
4
ERID working paper
4
Finance and economics discussion series
4
IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Working paper series
4
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge-INET working papers
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
EUI working paper / ECO
3
Finmap working paper
3
NCER working paper series
3
Staff working paper / Bank of Canada
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
3
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
6
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:
7
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:
8
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
9
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
10
On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
1998
Persistent link: https://www.econbiz.de/10000998119
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->