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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal de la Société de Statistique de Paris"
~person:"Bennedsen, Mikkel"
~person:"Hounyo, Ulrich"
~person:"Robert, Christian P."
~subject:"United States"
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Estimation theory
United States
Schätztheorie
21
Theorie
13
Theory
13
Bootstrap approach
3
Bootstrap-Verfahren
3
Statistical theory
3
Statistische Methodenlehre
3
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2
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Integer valued trawl process
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composite likelihood
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forecasting
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model selection
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pairwise likelihood; estimation
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Bennedsen, Mikkel
Hounyo, Ulrich
Robert, Christian P.
Nielsen, Morten Ørregaard
15
Gouriéroux, Christian
13
Teräsvirta, Timo
11
Johansen, Søren
10
Guégan, Dominique
8
Kristensen, Dennis
8
Zakoïan, Jean-Michel
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Monfort, Alain
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Francq, Christian
5
Philippe, Anne
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Berred, Alexandre M.
4
Comte, Fabienne
4
Guerre, Emmanuel
4
Hillebrand, Eric
4
Jasiak, Joann
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Robin, Jean-Marc
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Billio, Monica
3
Broze, Laurence
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Darolles, Serge
3
Ghysels, Eric
3
Hardouin, C.
3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CREATES research paper
Journal de la Société de Statistique de Paris
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Annales d'économie et de statistique
4
Journal of econometrics
4
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
2
Econometric reviews
1
Financial Valuation and Risk Management, Forthcoming
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The econometrics journal
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
21
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
4
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
5
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
6
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
7
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
8
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
9
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
10
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
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