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isPartOf:"Journal of forecasting"
~isPartOf:"CREATES research paper"
~person:"Kristensen, Dennis"
~person:"Sibbertsen, Philipp"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Estimation theory
11
Schätztheorie
11
Nonparametric statistics
5
Time series analysis
5
Zeitreihenanalyse
5
Statistical test
3
Statistischer Test
3
Core
2
Estimation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
2
Volatility
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Volatilität
2
Cointegration
1
Innovation diffusion
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Innovationsdiffusion
1
Kointegration
1
Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Scientific modelling
1
Statistical distribution
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Statistische Verteilung
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Structural break
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Structural change
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Kristensen, Dennis
Sibbertsen, Philipp
Cattaneo, Matias D.
4
Jansson, Michael
4
Crump, Richard K.
3
Kanaya, Shin
3
Barndorff-Nielsen, Ole E.
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bu, Ruijun
1
Casas, Isabel
1
Corcuera, José Manual
1
Dobrev, Dobrislav
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Gao, Jiti
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Gijbels, Irène
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Hadri, Kaddour
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Hounyo, Ulrich
1
Iacone, Fabrizio
1
Jiang, He
1
Li, Degui
1
Nielsen, Frank
1
Nielsen, Morten Ørregaard
1
Park, Jin‐Hong
1
Podolskij, Mark
1
Schaumburg, Ernst
1
Sriram, T. N.
1
Taylor, Robert
1
Tjostheim, Dag
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
Wu, Jason J.
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Journal of forecasting
CREATES research paper
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Journal of econometrics
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
CREATES Research Paper
2
The econometrics journal
2
Applied economics letters
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES Research Paper 2007-1
1
CREATES Research Paper 2008-58
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric theory
1
Econometrics : open access journal
1
Journal of financial economics
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ECONIS (ZBW)
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Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
2
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
5
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
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