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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Prognoseverfahren"
~subject:"Robustes Verfahren"
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Probability theory
Time series analysis
Prognoseverfahren
Robustes Verfahren
Estimation theory
352
Schätztheorie
352
Zeitreihenanalyse
95
Regression analysis
86
Regressionsanalyse
86
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Theorie
49
Theory
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Statistical test
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Statistischer Test
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Estimation
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Autocorrelation
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Autokorrelation
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Cointegration
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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ARCH model
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ARCH-Modell
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Nichtlineare Regression
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Nonlinear regression
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English
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Dette, Holger
11
Nielsen, Morten Ørregaard
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Gather, Ursula
9
Johansen, Søren
8
Sibbertsen, Philipp
8
Christmann, Andreas
6
Fried, Roland
6
Teräsvirta, Timo
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Krämer, Walter
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Becker, Claudia
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Christensen, Kim
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Kristensen, Dennis
4
Steland, Ansgar
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Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Nielsen, Bent
3
Podolskij, Mark
3
Proietti, Tommaso
3
Runde, Ralf
3
Santucci de Magistris, Paolo
3
Steinwart, Ingo
3
Weihs, Claus
3
Bennedsen, Mikkel
2
Berenguer-Rico, Vanessa
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Bernholt, Thorsten
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Braess, Dietrich
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Davies, P. L.
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Ergemen, Yunus Emre
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Grassi, Stefano
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Hartung, Joachim
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Kang, Jian
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Lee, Tae-hwy
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
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CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
404
Econometric theory
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Economics letters
172
International journal of forecasting
136
Discussion paper / Tinbergen Institute
130
Econometric reviews
105
Journal of forecasting
103
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Journal of the American Statistical Association : JASA
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Applied economics letters
58
NBER Working Paper
56
Cowles Foundation discussion paper
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
The econometrics journal
50
Econometrics : open access journal
49
Discussion paper / Center for Economic Research, Tilburg University
46
NBER working paper series
44
Applied economics
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Journal of time series econometrics
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Computational economics
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European journal of operational research : EJOR
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Journal of empirical finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
34
EUI working paper / ECO
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Insurance / Mathematics & economics
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Oxford bulletin of economics and statistics
32
Report / Econometric Institute, Erasmus University Rotterdam
32
Working paper
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Discussion paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Working paper series
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SFB 649 discussion paper
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ECONIS (ZBW)
131
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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
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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
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5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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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
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
9
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
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10
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
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