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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Einmahl, John H. J."
~person:"Nijman, Theodore E."
~person:"Osiewalski, Jacek"
~subject:"Dividende"
~subject:"Modellierung"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Dividende
Modellierung
Schätztheorie
Volatilität
Estimation theory
45
Ausreißer
14
Outliers
14
Statistical distribution
13
Statistische Verteilung
13
Theorie
12
Theory
12
Estimation
8
Schätzung
8
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Statistical test
6
Statistischer Test
6
Regression analysis
5
Regressionsanalyse
5
Extreme value statistics
4
Multivariate Verteilung
4
Multivariate distribution
4
Time series analysis
4
Zeitreihenanalyse
4
tail dependence
4
Heteroscedasticity
3
Hill estimator
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Asymptotic normality
2
Capital income
2
Heterogeneous data
2
Heteroskedastizität
2
Kapitaleinkommen
2
Multivariate Analyse
2
Multivariate analysis
2
Power law
2
Sampling
2
Statistical method
2
Statistische Methode
2
Stichprobenerhebung
2
Variance reduction
2
empirical process
2
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Free
21
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Book / Working Paper
42
Article
3
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Arbeitspapier
42
Working Paper
42
Graue Literatur
31
Non-commercial literature
31
Article in journal
3
Aufsatz in Zeitschrift
3
Language
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English
45
Author
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Einmahl, John H. J.
Nijman, Theodore E.
Osiewalski, Jacek
Koopman, Siem Jan
35
Lucas, André
23
Kleibergen, Frank
22
Gooijer, Jan G. de
19
Magnus, Jan R.
18
Steel, Mark F. J.
18
Kiviet, J. F.
17
Čížek, Pavel
15
Franses, Philip Hans
13
Werker, Bas J. M.
13
Blasques, Francisco
12
Drost, Feike C.
12
Haan, Laurens de
12
Dijk, Herman K. van
11
Kleijnen, Jack P. C.
11
McAleer, Michael
11
Boswijk, Herman Peter
10
Härdle, Wolfgang
10
Bun, Maurice J. G.
9
Li, Qi
9
Ooms, Marius
9
Dijk, Dick van
8
Gorgi, Paolo
8
Melenberg, Bertrand
8
Peng, Liang
8
Soest, Arthur van
8
Vries, Casper G. de
8
Heij, Christiaan
7
Segers, Johan
7
Su, Liangjun
7
Bera, Anil K.
6
Cramer, Jan S.
6
Daníelsson, Jón
6
De Luca, Giuseppe
6
Fernández, Carmen
6
Gao, Jiti
6
Hoek, Henk
6
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Institution
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Center for Economic Research <Tilburg>
2
Published in...
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CentER Discussion Paper Series
8
CORE discussion paper : DP
3
Journal of econometrics
3
Annales d'économie et de statistique
2
CentER Discussion Paper
2
Economics letters
2
International economic review
2
CentER Discussion Paper Nr. 2020-004
1
CentER Discussion Paper Series Nr. 2021-029
1
Central European journal of economic modelling and econometrics
1
Discussion paper series / Center for Economic Studies, Leuven
1
Econometric reviews
1
Econometrics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of productivity analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Zeszyty naukowe / Seria specjalna
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ECONIS (ZBW)
45
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
6
Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
Saved in:
7
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
8
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
9
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
10
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
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