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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Statistische Verteilung
Estimation theory
242
Schätztheorie
242
Forecasting model
85
Time series analysis
62
Zeitreihenanalyse
62
Statistical distribution
48
Theorie
45
Theory
45
Regression analysis
38
Regressionsanalyse
38
Estimation
36
Schätzung
33
Risikomaß
28
Risk measure
28
Multivariate Verteilung
18
Multivariate distribution
18
Risk
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Risiko
17
Maximum likelihood estimation
15
Maximum-Likelihood-Schätzung
15
Measurement
15
Messung
15
ARCH model
14
ARCH-Modell
14
Bayes-Statistik
14
Bayesian inference
14
Capital income
13
Kapitaleinkommen
13
Ausreißer
12
Outliers
12
Stochastic process
12
Stochastischer Prozess
12
Mortality
11
Portfolio selection
11
Portfolio-Management
11
Probability theory
11
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2
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Article
128
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Collection of articles written by one author
Article in journal
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128
Collection of articles of several authors
1
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English
128
Author
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Goegebeur, Yuri
4
Guillou, Armelle
4
Kouassi, Eugène
3
Qin, Jing
3
Shang, Han Lin
3
Banerjee, Anurag Narayan
2
Boratyńska, Agata
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Guillén, Montserrat
2
Hou, Yanxi
2
Kymn, Kern O.
2
Nielsen, Jens Perch
2
Panopulu, Aikaterinē
2
Sango, Joel
2
Taylor, Greg
2
Teubissi, Francis N.
2
Abdelli, Jihane
1
Abraham, Bovas
1
Ahmadi, Seyed Saeed
1
Ahn, Jae Youn
1
Ahumada, Hildegart A.
1
Albrecher, Hansjörg
1
Alexandridis, Antonios K.
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Avanzi, Benjamin
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Barbosa, Emanuel
1
Basu, Parantap
1
Ben-Zion, Uri
1
Benkhelifa, Lazhar
1
Bermúdez, Lluís
1
Beveridge, Steve
1
Bladt, Martin
1
Bladt, Mogens
1
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Insurance / Mathematics & economics
Journal of forecasting
Journal of econometrics
188
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
64
Econometric theory
59
Econometric reviews
55
The econometrics journal
37
Econometrics : open access journal
32
Journal of the American Statistical Association : JASA
31
Applied economics letters
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Applied economics
25
Economic modelling
25
Finance research letters
22
Journal of empirical finance
21
Computational economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
European journal of operational research : EJOR
19
Oxford bulletin of economics and statistics
18
Journal of banking & finance
16
Journal of financial econometrics
16
Risks : open access journal
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of risk and financial management : JRFM
15
Astin bulletin : the journal of the International Actuarial Association
14
International journal of economics and financial issues : IJEFI
14
Quantitative finance
14
Journal of time series econometrics
13
International Journal of Energy Economics and Policy : IJEEP
11
Journal of applied econometrics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of quantitative economics
10
Scandinavian actuarial journal
10
Statistical papers
10
Journal of macroeconomics
9
Journal of mathematical finance
9
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ECONIS (ZBW)
128
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
4
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
5
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 983-1017
Persistent link: https://www.econbiz.de/10014554058
Saved in:
6
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
7
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
8
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
9
Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
10
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
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