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subject:"Nonparametric statistics"
~isPartOf:"Journal of productivity analysis"
~isPartOf:"NBER working paper series"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cheng, Tingting"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Zeitreihenanalyse
Estimation theory
9
Schätztheorie
9
Nichtparametrisches Verfahren
6
Bayes-Statistik
3
Bayesian inference
3
localized bandwidth
3
Aktienmarkt
2
Bayesian average
2
Börsenkurs
2
Capital income
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Kernel estimator
2
Prognoseverfahren
2
Schätzung
2
Share price
2
Statistical theory
2
Statistische Methodenlehre
2
Stock market
2
Time series analysis
2
conditional mean estimation
2
ergodic theorem
2
locally stationary process
2
series estimator
2
summary statistic
2
ARCH model
1
ARCH-Modell
1
Density estimation
1
ECM algorithm
1
GARCH model
1
Hyperparameter estimation
1
Interactive effect
1
Local constant estimator
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood Estimation
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Cheng, Tingting
Gao, Jiti
50
Peng, Bin
18
Hyndman, Rob J.
13
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
8
Yan, Yayi
7
Zhang, Xibin
6
Gong, Xiaodong
5
Li, Degui
5
Linton, Oliver
5
Yang, Yanrong
5
Feng, Guohua
4
Frazier, David T.
4
Liu, Fei
4
Simar, Léopold
4
Athanasopoulos, George
3
Bajari, Patrick
3
Cai, Biqing
3
Forbes, Catherine Scipione
3
Fox, Jeremy T.
3
Graham, Bryan S.
3
Grose, Simone D.
3
Hong, Han
3
Kim, Kyoo il
3
Koo, Bonsoo
3
Nadarajah, K.
3
Pan, Guangming
3
Silvapulle, Mervyn J.
3
Tjostheim, Dag
3
Vahid, Farshid
3
Zelenyuk, Valentin
3
Zhang, Lina
3
Zhao, Xueyan
3
Bailey, Natalia
2
Bergmeir, Christoph
2
Diebold, Francis X.
2
Dokumentov, Alexander
2
Donga, Chaohua
2
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Journal of productivity analysis
NBER working paper series
Working paper / Department of Econometrics and Business Statistics, Monash University
Econometric reviews
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
6
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Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
2
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
3
Nonparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2016
-
Revised 14, 24
Persistent link: https://www.econbiz.de/10011781659
Saved in:
4
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
5
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780647
Saved in:
6
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
-
Revised 14, 14
Persistent link: https://www.econbiz.de/10011780648
Saved in:
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