//--> //--> //--> //-->
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
person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Zeitreihenanalyse"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation theory
76
Schätztheorie
76
Theorie
29
Theory
29
Robust statistics
22
Robustes Verfahren
22
Time series analysis
20
Regression analysis
13
Regressionsanalyse
13
Volatilität
10
Estimation
8
Schätzung
8
VAR model
8
VAR-Modell
8
Core
5
Correlation
5
Korrelation
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Forecasting model
4
Identification
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schock
4
Shock
4
Composite Likelihood
3
Consistency
3
Econometrics
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Portfolio selection
3
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
27
Working Paper
27
Graue Literatur
26
Article in journal
10
Aufsatz in Zeitschrift
10
Amtsdruckschrift
5
Government document
5
Rezension
1
more ...
less ...
Language
All
English
26
Author
All
Croux, Christophe
Gouriéroux, Christian
Gao, Jiti
37
Koopman, Siem Jan
31
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Sibbertsen, Philipp
19
Franses, Philip Hans
18
Härdle, Wolfgang
16
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Linton, Oliver
15
Swanson, Norman R.
15
Brännäs, Kurt
12
Koop, Gary
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Hyndman, Rob J.
11
Li, Degui
11
Blasques, Francisco
10
Gómez, Víctor
10
Ooms, Marius
10
Pesaran, M. Hashem
10
Bauwens, Luc
9
Beran, Jan
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Martin, Gael M.
9
Monfort, Alain
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Corradi, Valentina
8
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
KBI
9
Série des documents de travail
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Discussion paper / Tinbergen Institute
1
Discussion papers of interdisciplinary research project 373
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
10
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->