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subject:"Estimation theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Blundell, Richard W."
~person:"Dalalyan, Arnak S."
~person:"Zakoïan, Jean-Michel"
~subject:"Theory"
~subject:"Zins"
~type_genre:"Working Paper"
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Estimation theory
Theory
Zins
Schätztheorie
22
Theorie
14
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
3
Zeitreihenanalyse
3
Risikomaß
2
Risk measure
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Consumer behaviour
1
Estimation
1
Forecasting model
1
France
1
Frankreich
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Interest rate
1
Konsumentenverhalten
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Schätzung
1
Share price
1
Statistical inference
1
Stochastic process
1
Stochastischer Prozess
1
VAR model
1
VAR-Modell
1
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1
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Book / Working Paper
22
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Working Paper
Arbeitspapier
22
Graue Literatur
21
Non-commercial literature
21
Amtsdruckschrift
10
Government document
10
Language
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English
22
Author
All
Blundell, Richard W.
Dalalyan, Arnak S.
Zakoïan, Jean-Michel
Gouriéroux, Christian
26
Robert, Christian P.
19
Francq, Christian
13
Monfort, Alain
12
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Gayraud, Ghislaine
4
Ghysels, Eric
4
Lardjane, Salim
4
Lieberman, Offer
4
Mabon, Gwennae͏̈lle
4
Smith, Richard J.
4
Casella, George
3
Crépon, Bruno
3
Dauxois, Jean-Yves
3
Doukhan, Paul
3
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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
9
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Série des documents de travail
4
CORE discussion paper : DP
3
Working paper series
2
CEBI working paper series : working paper
1
Cowles Foundation discussion paper
1
DAE working 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
IFS working paper
1
IFS working paper series
1
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ECONIS (ZBW)
22
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1
Statistical inference in compound functional models
Dalalyan, Arnak S.
;
Ingster, Yuri I.
;
Cybakov, Aleksandr B.
-
2012
Persistent link: https://www.econbiz.de/10009748895
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2
On the prediction performance of the Lasso
Dalalyan, Arnak S.
;
Hebiri, Mohamed
;
Lederer, Johannes
-
2014
Persistent link: https://www.econbiz.de/10010390272
Saved in:
3
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
4
Minimax rates in permutation estimation for feature matching
Collier, Olivier
;
Dalalyan, Arnak S.
-
2013
Persistent link: https://www.econbiz.de/10010348503
Saved in:
5
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:
6
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:
7
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:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
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:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
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