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subject:"Deutschland"
subject:"Forecasting model"
~person:"Peng, Liang"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
19
Schätztheorie
19
Time series analysis
6
Zeitreihenanalyse
6
Regression analysis
5
Regressionsanalyse
5
Induktive Statistik
4
Risikomaß
4
Risk measure
4
Statistical inference
4
Statistische Verteilung
4
ARCH model
3
ARCH-Modell
3
Einheitswurzeltest
3
Empirical likelihood
3
Jackknife empirical likelihood
3
Measurement
3
Messung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Risk
3
Statistical test
3
Statistischer Test
3
Unit root test
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Haezendonck-Goovaerts risk measure
2
Heteroscedasticity
2
Heteroskedastizität
2
Logistic regression
2
Multivariate Verteilung
2
Multivariate distribution
2
Nonparametric estimation
2
Predictive regression
2
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9
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Aufsatz in Zeitschrift
Conference paper
Article in journal
9
Arbeitspapier
3
Working Paper
3
Graue Literatur
1
Non-commercial literature
1
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English
9
Author
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Peng, Liang
Kumar, Dilip
11
Phillips, Peter C. B.
10
Ullah, Aman
9
Lütkepohl, Helmut
8
Swanson, Norman R.
8
Wu, Ximing
8
Cai, Zongwu
7
Linton, Oliver
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Baltagi, Badi H.
6
Bera, Anil K.
6
Demetrescu, Matei
6
Hoga, Yannick
6
Kapetanios, George
6
Lahiri, Kajal
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Tsay, Ruey S.
6
Winkelmann, Rainer
6
Baillie, Richard
5
Chen, Yi-ting
5
Corradi, Valentina
5
Fan, Jianqing
5
Fosten, Jack
5
Guillou, Armelle
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
Lucas, André
5
McCracken, Michael W.
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Shi, Yanlin
5
Tu, Yundong
5
White, Halbert
5
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Insurance / Mathematics & economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Econometric reviews
1
Econometric theory
1
Scandinavian actuarial journal
1
Source
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ECONIS (ZBW)
9
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1
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
2
Statistical inference for a relative risk measure
He, Yi
;
Hou, Yanxi
;
Peng, Liang
;
Sheng, Jiliang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 301-311
Persistent link: https://www.econbiz.de/10012177340
Saved in:
3
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
4
Bias-corrected inference for a modified Lee-Carter mortality model
Liu, Qing
;
Ling, Chen
;
Li, Deyuan
;
Peng, Liang
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 433-455
Persistent link: https://www.econbiz.de/10012056606
Saved in:
5
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
6
Uniform test for predictive regression with AR errors
Li, Chenxue
;
Li, Deyuan
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
Saved in:
7
Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing
;
Peng, Liang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 231-240
Persistent link: https://www.econbiz.de/10011493849
Saved in:
8
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
9
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
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