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subject:"Estimation theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper series"
~person:"Blundell, Richard W."
~person:"Dalalyan, Arnak S."
~person:"Zakoïan, Jean-Michel"
~subject:"Konsumentenverhalten"
~type_genre:"Graue Literatur"
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Estimation theory
Konsumentenverhalten
Schätztheorie
23
Theorie
14
Theory
14
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
1987-1993
1
APARCH
1
Asymmetric Student-t distribution
1
Autocorrelation
1
Autokorrelation
1
Beta-t-GARCH
1
Börsenkurs
1
Conditional heteroskedasticity
1
Consumer behaviour
1
Forecasting model
1
France
1
Frankreich
1
Induktive Statistik
1
LAN in time series
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
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Free
3
Type of publication
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Book / Working Paper
23
Type of publication (narrower categories)
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Graue Literatur
Arbeitspapier
24
Working Paper
24
Non-commercial literature
23
Amtsdruckschrift
10
Government document
10
Language
All
English
23
Author
All
Blundell, Richard W.
Dalalyan, Arnak S.
Zakoïan, Jean-Michel
Gouriéroux, Christian
23
Robert, Christian P.
18
Kohn, Robert
16
Sheather, Simon J.
16
Francq, Christian
15
Jasiak, Joann
11
Monfort, Alain
11
Guégan, Dominique
10
Hettmansperger, Thomas P.
9
Bertail, Patrice
7
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
McKean, Joseph W.
7
Fermanian, Jean-David
6
Hristache, Marian
6
Patilea, Valentin
6
Rousseau, Judith
6
Wand, M. P.
6
Ansley, Craig F.
5
Berred, Alexandre M.
5
Canepa, Alessandra
5
Carter, Chris K.
5
Darolles, Serge
5
Gautier, Eric
5
Guerre, Emmanuel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Scaillet, Olivier
5
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Delecroix, Michel
4
Eagleson, Geoff K.
4
Gayraud, Ghislaine
4
Ghysels, Eric
4
Jentsch, Carsten
4
Lardjane, Salim
4
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Published in...
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Série des documents de travail
4
CORE discussion paper : DP
2
CEBI working paper series : working paper
1
Cowles Foundation discussion paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Economics discussion papers
1
IFS working paper
1
IFS working paper series
1
Working paper / National Bureau of Economic Research, Inc.
1
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Source
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ECONIS (ZBW)
23
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Statistical inference in compound functional models
Dalalyan, Arnak S.
;
Ingster, Yuri I.
;
Cybakov, Aleksandr B.
-
2012
Persistent link: https://www.econbiz.de/10009748895
Saved in:
4
On the prediction performance of the Lasso
Dalalyan, Arnak S.
;
Hebiri, Mohamed
;
Lederer, Johannes
-
2014
Persistent link: https://www.econbiz.de/10010390272
Saved in:
5
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
6
Minimax rates in permutation estimation for feature matching
Collier, Olivier
;
Dalalyan, Arnak S.
-
2013
Persistent link: https://www.econbiz.de/10010348503
Saved in:
7
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
9
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
10
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
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