//--> //--> //--> //-->
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:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Theorie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Theorie
Estimation theory
324
Schätztheorie
324
Theory
136
Zeitreihenanalyse
94
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Estimation
33
Schätzung
33
Regression analysis
31
Regressionsanalyse
31
Stochastic process
26
Stochastischer Prozess
26
Volatility
21
Volatilität
21
Statistical test
20
Statistischer Test
20
Cointegration
18
Kointegration
18
USA
18
United States
18
Statistical distribution
17
Statistische Verteilung
17
Bootstrap approach
14
Bootstrap-Verfahren
14
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Ökonometrik
13
Deutschland
11
Germany
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Bayes-Statistik
10
Bayesian inference
10
Induktive Statistik
10
Saisonale Schwankungen
10
Seasonal variations
10
more ...
less ...
Online availability
All
Free
66
Type of publication
All
Book / Working Paper
196
Type of publication (narrower categories)
All
Collection of articles of several authors
Working Paper
Arbeitspapier
196
Graue Literatur
184
Non-commercial literature
184
Systematic review
2
Übersichtsarbeit
2
Language
All
English
194
German
2
Author
All
Franses, Philip Hans
15
Härdle, Wolfgang
12
Nielsen, Morten Ørregaard
11
Spokojnyj, Vladimir G.
8
Johansen, Søren
7
Breitung, Jörg
6
Teräsvirta, Timo
6
Dijk, Dick van
5
Kleibergen, Frank
5
Tjostheim, Dag
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Kim, Woocheol
4
Kristensen, Dennis
4
Küchler, Uwe
4
Ooms, Marius
4
Rieder, Helmut
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Bunke, Olaf
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Drees, Holger
3
Hobijn, Bart
3
Horowitz, Joel
3
Kruse, Robinson
3
Mammen, Enno
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Sperlich, Stefan
3
Yang, Lijian
3
Andersen, Torben
2
Butucea, Cristina
2
Delecroix, Michel
2
Ergemen, Yunus Emre
2
Franke, Jürgen
2
Gijbels, Irène
2
Golubev, G.
2
Grassi, Stefano
2
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
167
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
97
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
83
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Technical working paper / National Bureau of Economic Research
68
Working paper series
63
Cowles Foundation discussion paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
59
SFB 649 discussion paper
58
Discussion paper series / IZA
53
Working paper
45
CEMMAP working papers / Centre for Microdata Methods and Practice
41
CESifo working papers
39
Discussion paper
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Discussion paper / Centre for Economic Policy Research
35
EUI working paper / ECO
32
Discussion paper / Department of Economics, University of Canterbury
31
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
29
Discussion paper / School of Economics, The University of New South Wales
28
Discussion papers in economics
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Discussion paper / Department of Economics, University of California San Diego
27
Finance and economics discussion series
25
Working papers in econometrics and applied statistics
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
23
Working papers / Rutgers University, Department of Economics
23
Discussion paper / A
22
Discussion papers of interdisciplinary research project 373
22
Documentos de trabajo / Banco de España, Servicio de Estudios
22
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
21
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
21
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
20
more ...
less ...
Source
All
ECONIS (ZBW)
196
Showing
1
-
10
of
196
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->