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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Haan, Laurens de"
~subject:"Seasonal variations"
~type_genre:"Working Paper"
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Probability theory
Time series analysis
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Estimation theory
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Schätztheorie
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Wahrscheinlichkeitsrechnung
4
Theorie
3
Theory
3
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Statistical distribution
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Estimation
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Haan, Laurens de
Franses, Philip Hans
11
Einmahl, John H. J.
8
Kleibergen, Frank
4
Ooms, Marius
4
Werker, Bas J. M.
4
Dijk, Herman K. van
3
Drost, Feike C.
3
Durbin, James
3
Hobijn, Bart
3
McAleer, Michael
3
Čížek, Pavel
3
Chen Zhou
2
Fernández, Carmen
2
Gupta, Y. P.
2
Hazewinkel, Michiel
2
He, Yi
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Lucas, André
2
Magnus, Jan R.
2
Nijman, Theodore E.
2
Steel, Mark F. J.
2
Stroeker, R. J.
2
Abrahamse, A. P. J.
1
Akker, Ramon van den
1
Andreou, Elena
1
Ariño, Miguel A.
1
Bai, Jun
1
Banerjee, Anurag Narayan
1
Bera, Anil K.
1
Berthet, Philippe
1
Chambers, Marcus J.
1
Charlier, Erwin
1
Cheng, Shihong
1
Cybakov, Aleksandr B.
1
Das, Marcel
1
Dijk, Dick van
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Discussion paper / Center for Economic Research, Tilburg University
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
5
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
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Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
2
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
3
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
4
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
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