//--> //--> //--> //-->
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"
~person:"Gouriéroux, Christian"
~subject:"Bootstrap-Verfahren"
~subject:"Statistical inference"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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
Bootstrap-Verfahren
Statistical inference
Theory
Estimation theory
42
Schätztheorie
42
Theorie
22
Time series analysis
12
Zeitreihenanalyse
12
Core
5
Volatility
5
Volatilität
5
Estimation
4
Identification
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
Instrumental Model
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
24
Graue Literatur
24
Working Paper
24
Article in journal
21
Aufsatz in Zeitschrift
21
Amtsdruckschrift
15
Government document
15
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
22
French
2
Author
All
Gouriéroux, Christian
Härdle, Wolfgang
61
Pesaran, M. Hashem
33
Phillips, Peter C. B.
31
Franses, Philip Hans
29
Imbens, Guido
29
Chernozhukov, Victor
26
Swanson, Norman R.
26
Maravall Herrero, Agustín
23
Andrews, Donald W. K.
22
Kleibergen, Frank
20
Robert, Christian P.
20
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Angrist, Joshua D.
17
McAleer, Michael
17
Spokojnyj, Vladimir G.
17
Horowitz, Joel
16
MacKinnon, James G.
16
Giles, David E. A.
15
Kilian, Lutz
15
Sheather, Simon J.
15
Diebold, Francis X.
14
Otsu, Taisuke
14
Zakoïan, Jean-Michel
14
Dette, Holger
13
Giles, Judith A.
13
Lütkepohl, Helmut
13
Newey, Whitney K.
13
Scaillet, Olivier
13
Arnold, Bernhard
12
Breitung, Jörg
12
Chen, Xiaohong
12
Dufour, Jean-Marie
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Kitagawa, Toru
12
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Série des documents de travail
2
CORE discussion paper : DP
1
Discussion paper
1
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
2
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
3
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
4
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
5
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
6
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
9
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
10
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->