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person:"Huber, Martin"
subject:"Germany"
~accessRights:"free"
~isPartOf:"CIE working paper series"
~language:"eng"
~person:"Blasques, Francisco"
~person:"Camponovo, Lorenzo"
~person:"Chernozhukov, Victor"
~person:"Feng, Yuanhua"
~person:"Giles, David E. A."
~person:"Hyndman, Rob J."
~person:"Kitagawa, Toru"
~person:"Runde, Ralf"
~subject:"Induktive Statistik"
~subject:"Monte Carlo simulation"
~subject:"Schätztheorie"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Germany
Induktive Statistik
Monte Carlo simulation
Schätztheorie
Time series analysis
Estimation theory
7
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
3
Regressionsanalyse
3
Zeitreihenanalyse
3
Simulation
2
bandwidth selection
2
iterative plug-in
2
simulation
2
ARMA model
1
ARMA-Modell
1
Autoregressive conditional duration
1
Dauer
1
Derivat
1
Derivative
1
Duration
1
Duration analysis
1
Estimation
1
Local polynomial regression
1
Macroeconomic time series
1
P-Splines
1
SEMIFAR
1
Schätzung
1
Spatial nonparametric regression
1
Statistische Bestandsanalyse
1
Volatility
1
Volatilität
1
boundary correction
1
boundary kernels
1
boundary modification
1
data-driven smoothing
1
diurnal duration patterns
1
equivalent weighting methods
1
estimation of derivatives
1
finite sample property
1
functional double conditional smoothing
1
local linear estimator
1
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7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
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English
Author
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Huber, Martin
Blasques, Francisco
Camponovo, Lorenzo
Chernozhukov, Victor
Feng, Yuanhua
Giles, David E. A.
Hyndman, Rob J.
Kitagawa, Toru
Runde, Ralf
Schäfer, Bastian
3
Zhang, Xuehai
3
Letmathe, Sebastian
2
Peitz, Christian
2
Beran, Jan
1
Forstinger, Sarah
1
Gries, Thomas
1
Lethmathe, Sebastian
1
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CIE working paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
65
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Discussion paper / Tinbergen Institute
12
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
Working papers SES
7
MIT Department of Economics Working Paper
6
Discussion paper series / IZA
5
Quantitative economics : QE ; journal of the Econometric Society
5
CoFE discussion papers
4
Cowles Foundation discussion paper
4
Cowles Foundation Discussion Paper
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Working paper / National Bureau of Economic Research, Inc.
3
IZA Discussion Paper
2
NBER Working Paper
2
NBER working paper series
2
Discussion paper / University of Bristol, Department of Economics
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Econometrics papers
1
Econometrics working paper : EWP
1
FRB of Chicago Working Paper
1
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
1
Quantitative finance and economics
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Tinbergen Institute Discussion Paper 14-029/III
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 15-009/III
1
Tinbergen Institute Discussion Paper 15-131/III, 2015
1
Tinbergen Institute Discussion Paper 16-082/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Warwick economic research papers
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper / University of Toronto, Department of Economics
1
Working papers / Brandeis University, Department of Economics and International Business School
1
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ECONIS (ZBW)
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1
An iterative plug-in algorithm for P-Spline regression
Lethmathe, Sebastian
;
Feng, Yuanhua
-
2022
Persistent link: https://www.econbiz.de/10013389320
Saved in:
2
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
3
Boundary modification in local polynomial regression
Feng, Yuanhua
;
Schäfer, Bastian
-
2021
Persistent link: https://www.econbiz.de/10012628647
Saved in:
4
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
5
Data-driven local polynomial for the trend and its derivatives in economic time series
Feng, Yuanhua
;
Gries, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011641559
Saved in:
6
A general class of SemiGARCH models based on the Box-Cox transformation
Zhang, Xuehai
;
Feng, Yuanhua
;
Peitz, Christian
-
2017
Persistent link: https://www.econbiz.de/10011641569
Saved in:
7
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua
;
Forstinger, Sarah
;
Peitz, Christian
-
2013
Persistent link: https://www.econbiz.de/10010194478
Saved in:
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