//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Drost, Feike C."
~subject:"Theorie"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Statistische Methodenlehre
Theorie
Volatilität
Estimation theory
10
Schätztheorie
10
Theory
6
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Statistical test
2
Statistischer Test
2
CAPM
1
Dauer
1
Duration
1
Estimation
1
Heteroscedasticity
1
Heteroskedastizität
1
Schätzung
1
Volatility
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Language
All
English
7
Author
All
Drost, Feike C.
Steel, Mark F. J.
10
Einmahl, John H. J.
8
Werker, Bas J. M.
8
Ullah, Aman
7
Fernández, Carmen
6
Giles, David E. A.
6
Kleijnen, Jack P. C.
6
Osiewalski, Jacek
6
Soest, Arthur van
6
Groenendaal, Willem J. van
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Nijman, Theodore E.
5
Singh, Radhey S.
5
Srivastava, Virendra K.
5
Bera, Anil K.
4
Härdle, Wolfgang
4
Nachane, Dilip M.
4
Trenkler, Götz
4
Čížek, Pavel
4
Chib, Siddhartha
3
Durbin, James
3
Fry, Tim R. L.
3
Koopman, Siem Jan
3
Mallela, Parthasaradhi
3
McAleer, Michael
3
Melenberg, Bertrand
3
Strijbosch, L. W. G.
3
Tiwari, Ramji
3
Verbeek, Marno
3
Vinod, Hrishikesh D.
3
Akker, Ramon van den
2
Angrist, Joshua D.
2
Banerjee, Anurag Narayan
2
Bansal, Ashok K.
2
Bhaskara Rao, Buddhavarapu
2
Bhatti, Muhammad Ishaq
2
Brooks, Robert
2
Charlier, Erwin
2
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Journal of quantitative economics : official journal of the Indian Econometric Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
1
Nonparametric dynamic modelling
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
2
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
3
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
4
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
5
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
6
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
7
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->