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person:"Croux, Christophe"
subject:"Volatility"
~person:"Hyndman, Rob J."
~person:"Kumar, Dilip"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Prognoseverfahren"
~subject:"Ranking-Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Kleinste-Quadrate-Methode
Prognoseverfahren
Ranking-Verfahren
Estimation theory
108
Schätztheorie
108
Robust statistics
37
Robustes Verfahren
37
Time series analysis
37
Zeitreihenanalyse
37
Regression analysis
31
Regressionsanalyse
31
Forecasting model
30
Volatilität
23
Estimation
18
Schätzung
18
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13
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13
Capital income
11
Correlation
11
Kapitaleinkommen
11
Korrelation
11
Theorie
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Theory
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Forecast evaluation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Ausreißer
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Börsenkurs
5
Monte Carlo simulation
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Monte-Carlo-Simulation
5
Multivariate Analyse
5
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51
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Croux, Christophe
Hyndman, Rob J.
Kumar, Dilip
Swanson, Norman R.
41
Koopman, Siem Jan
27
Phillips, Peter C. B.
24
Corradi, Valentina
23
Diebold, Francis X.
23
Ringle, Christian M.
23
Sarstedt, Marko
21
Marcellino, Massimiliano
20
Teräsvirta, Timo
20
Kapetanios, George
19
Todorov, Viktor
19
Koop, Gary
17
Li, Jia
17
Cai, Zongwu
16
Clark, Todd E.
16
Gao, Jiti
16
Linton, Oliver
16
McCracken, Michael W.
16
Xu, Ke-Li
16
Li, Yingying
15
Andersen, Torben
14
Baltagi, Badi H.
14
Huber, Florian
14
Lucas, André
14
Maheswaran, S.
14
Nolte, Ingmar
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Hafner, Christian M.
13
Härdle, Wolfgang
13
Rossi, Barbara
13
Taylor, Robert
13
Ghysels, Eric
12
Hair, Joseph F.
12
Hallin, Marc
12
Kim, Donggyu
12
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12
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
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International journal of forecasting
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IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
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1
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1
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
51
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1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
2
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
3
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
4
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
5
Fast forecast reconciliation using linear models
Ashouri, Mahsa
;
Hyndman, Rob J.
;
Shmueli, Galit
-
2019
Persistent link: https://www.econbiz.de/10012606728
Saved in:
6
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
7
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
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8
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
9
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
10
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
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