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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"International journal of forecasting"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Bastos, Fernando de Souza"
~person:"Scaillet, Olivier"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Theorie
5
Theory
5
Time series analysis
3
Bounded time series
1
Core
1
Forecast
1
Gaussian process
1
Interest rate
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Quasi-likelihood estimation
1
Regression analysis
1
Risikomanagement
1
Risk management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Shifted gamma process
1
Simulation
1
Statistical theory
1
Zins
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English
4
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Bastos, Fernando de Souza
Scaillet, Olivier
Gouriéroux, Christian
8
Robert, Christian P.
5
Guégan, Dominique
4
Hyndman, Rob J.
4
Broze, Laurence
3
Comte, Fabienne
3
Jasiak, Joann
3
Panagiotelis, Anastasios
3
Zakoïan, Jean-Michel
3
Athanasopoulos, George
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Francq, Christian
2
Guerre, Emmanuel
2
Hardouin, C.
2
Harvey, Andrew C.
2
Kock, Anders Bredahl
2
Lucas, André
2
Lütkepohl, Helmut
2
Monfort, Alain
2
Oryshchenko, Vitaliy
2
Ruiz, Esther
2
Teräsvirta, Timo
2
Ziel, Florian
2
Albertson, Kevin
1
Allaj, Erindi
1
Ango Nze, Patrick
1
Armstrong, Jon Scott
1
Aylen, Jonathan
1
Bardet, Jean-Marc
1
Barreto-Souza, Wagner
1
Barrow, Devon K.
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
1
Benítez Sánchez, José Manuel
1
Bergmeir, Christoph
1
Billio, Monica
1
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International journal of forecasting
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
3
CORE discussion paper : DP
2
Documents de travail / THEMA
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IRES discussion papers
1
Journal of empirical finance
1
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ECONIS (ZBW)
4
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1
Semiparametric time series models driven by latent factor
Maia, Gisele de Oliveira
;
Barreto-Souza, Wagner
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1463-1479
Persistent link: https://www.econbiz.de/10013274294
Saved in:
2
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
3
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
4
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
Saved in:
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