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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Francq, Christian"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Estimation theory
Statistische Verteilung
USA
Theorie
18
Theory
18
ARCH model
8
ARCH-Modell
8
Time series analysis
6
Zeitreihenanalyse
6
ARMA model
4
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4
Markov chain
4
Markov-Kette
4
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2
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Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Francq, Christian
Gouriéroux, Christian
23
Robert, Christian P.
17
Zakoïan, Jean-Michel
12
Guégan, Dominique
10
Jasiak, Joann
9
Scaillet, Olivier
8
Comte, Fabienne
7
Darolles, Serge
7
Guerre, Emmanuel
7
Chib, Siddhartha
6
Diebold, Francis X.
6
Ghysels, Eric
6
Lee, Lung-fei
6
Li, Qi
6
Monfort, Alain
6
Phillips, Peter C. B.
6
Rousseau, Judith
6
Steel, Mark F. J.
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Franses, Philip Hans
5
Guay, Alain
5
Hristache, Marian
5
Kohn, Robert
5
Koop, Gary
5
Philippe, Anne
5
Robin, Jean-Marc
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Bertail, Patrice
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Chen, Songnian
4
Dufour, Jean-Marie
4
Gonzalo, Jesús
4
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
2
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
3
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
4
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
5
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
6
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
7
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
8
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
9
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
10
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
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