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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~type_genre:"Amtliche Publikation"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
40
Schätztheorie
40
Theorie
35
Theory
35
Zeitreihenanalyse
8
Volatility
5
Volatilität
5
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5
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4
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4
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3
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13
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Amtliche Publikation
Collection of articles of several authors
Graue Literatur
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15
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15
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13
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13
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Daníelsson, Jón
2
Franses, Philip Hans
2
Haan, Laurens de
2
Boswijk, Herman Peter
1
Cramer, Jan S.
1
Dannenburg, Dennis Ramon
1
Drees, Holger
1
Gooijer, Jan G. de
1
Heij, Christiaan
1
Hoek, Henk
1
Jacobsen, Ben
1
Kleibergen, Frank
1
Klein, André
1
Luginbuhl, Rob
1
Pereira, T. Themido
1
Resnick, Sidney I.
1
Ridder, Geert
1
Scherrer, Wolfgang
1
Swanson, Norman R.
1
Tunali, İnsan
1
Vos, Aart F. de
1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
100
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Discussion paper / Center for Economic Research, Tilburg University
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Cowles Foundation discussion paper
27
SFB 649 discussion paper
25
Working paper
23
Working paper series
23
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Umeå economic studies
20
Discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
16
Report / Econometric Institute, Erasmus University Rotterdam
16
Discussion papers of interdisciplinary research project 373
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
CESifo working papers
14
Discussion papers / Department of Economics, University of Copenhagen
14
EUI working paper / ECO
14
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
14
Working paper / National Bureau of Economic Research, Inc.
14
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13
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13
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13
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12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
CORE discussion paper : DP
10
Discussion papers in economics
10
Technical working paper / National Bureau of Economic Research
10
Working papers
10
Working papers / Rutgers University, Department of Economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Working paper series / Department of Economics, University of Missouri-Columbia
9
Working papers series in theoretical and applied economics
9
Cambridge working papers in economics
8
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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ECONIS (ZBW)
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How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
2
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
3
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
4
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
5
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
6
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
7
Two properties of predicted probabilities in discrete regression models
Cramer, Jan S.
-
1997
Persistent link: https://www.econbiz.de/10000960568
Saved in:
8
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
9
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
-
1997
Persistent link: https://www.econbiz.de/10000976078
Saved in:
10
Cumulated prediction errors of multivariate time series models
Klein, André
;
Gooijer, Jan G. de
-
1996
Persistent link: https://www.econbiz.de/10000929738
Saved in:
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