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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~subject:"ARMA model"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
ARMA model
Schätztheorie
15,655
Estimation theory
15,654
Theorie
4,851
Theory
4,851
Estimation
2,489
Schätzung
2,458
Time series analysis
2,400
Zeitreihenanalyse
2,400
Regression analysis
1,779
Regressionsanalyse
1,777
Nichtparametrisches Verfahren
1,463
Nonparametric statistics
1,463
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969
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969
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892
United States
892
Volatility
822
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822
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793
Panel study
793
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751
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750
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663
Statistische Verteilung
663
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577
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577
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529
Bayes-Statistik
526
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526
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522
Börsenkurs
514
Share price
514
Capital income
503
Kapitaleinkommen
503
Stochastic process
489
Stochastischer Prozess
489
Sampling
466
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465
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458
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457
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809
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811
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417
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67
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French
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King, Maxwell L.
7
White, Halbert
7
Andrews, Donald W. K.
6
Godfrey, L. G.
6
Dufour, Jean-Marie
5
Ghysels, Eric
5
Hansen, Bruce E.
5
Kuan, Chung-ming
5
Bera, Anil K.
4
Fan, Yanqin
4
Gouriéroux, Christian
4
Guay, Alain
4
Hall, Alastair R.
4
Hong, Yongmiao
4
Horowitz, Joel
4
Johansen, Søren
4
Kapetanios, George
4
Krämer, Walter
4
Ling, Shiqing
4
Linton, Oliver
4
Magnus, Jan R.
4
Newey, Whitney K.
4
Ploberger, Werner
4
Startz, Richard
4
Zhu, Ke
4
Aleem, M.
3
Baillie, Richard
3
Bierens, Herman J.
3
Donald, Stephen G.
3
Hotz, Vincent Joseph
3
Judge, George G.
3
McAleer, Michael
3
Mizon, Grayham E.
3
Nelson, Charles R.
3
Orme, Chris D.
3
Qin, Jing
3
Renault, Eric
3
Robert, Christian P.
3
Robinson, Peter M.
3
Savin, N. Eugene
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Journal of econometrics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
43
Econometric reviews
38
Econometric theory
38
Statistics in transition : an international journal of the Polish Statistical Association
17
International economic review
12
International journal of forecasting
12
European journal of operational research : EJOR
11
Insurance / Mathematics & economics
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Oxford bulletin of economics and statistics
11
Statistical papers
10
American journal of agricultural economics
9
Journal of the American Statistical Association : JASA
9
The econometrics journal
9
The review of economic studies
9
Computational economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
8
The review of economics and statistics
8
Annales d'économie et de statistique
7
Econometrics : open access journal
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of applied econometrics
6
Journal of the Royal Statistical Society
6
Journal of time series econometrics
6
Operations research letters
6
Special section on small-sample properties of generalized method of moments (GMM)
6
Journal of economic dynamics & control
5
Journal of forecasting
5
Metrika : international journal for theoretical and applied statistics
5
Applied economics
4
Journal of quantitative economics
4
Revue de statistique appliquée
4
Risks : open access journal
4
Scandinavian journal of statistics : SJS ; theory and applications
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Applied economics letters
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ECONIS (ZBW)
811
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31
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811
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31
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
32
Lyapunov conditions for differentiability of Markov chain expectations
Rhee, Chang-Han
;
Glynn, Peter W.
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2019-2042
Persistent link: https://www.econbiz.de/10014437767
Saved in:
33
Rankability and linear ordering problem : probabilistic insight and algorithms
Szczecinski, Leszek
;
Sukheja, Harsh
- In:
Computers & operations research : and their …
159
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014455617
Saved in:
34
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
35
Maximum entropy distributions with applications to graph simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
36
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
37
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
38
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
39
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
40
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
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