//--> //--> //--> //-->
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"
~person:"Chen, Xiaohong"
~person:"Francq, Christian"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
52
Schätztheorie
52
ARCH model
19
ARCH-Modell
19
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Zeitreihenanalyse
14
Estimation
10
Schätzung
10
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Maximum likelihood estimation
7
Bootstrap approach
5
Bootstrap-Verfahren
5
Risikomaß
5
Risk measure
5
Börsenkurs
4
Share price
4
Statistischer Test
4
Forecasting model
3
Method of moments
3
Momentenmethode
3
Nichtlineare Regression
3
Nonlinear regression
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Semiparametric efficiency
3
Stochastic process
3
Stochastischer Prozess
3
ARMA model
2
ARMA-Modell
2
CAPM
2
Capital income
2
Dynamic portfolio
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
21
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Amtsdruckschrift
2
Aufsatz im Buch
2
Book section
2
Conference paper
2
Government document
2
more ...
less ...
Language
All
English
21
Author
All
Chen, Xiaohong
Francq, Christian
Phillips, Peter C. B.
37
Linton, Oliver
22
Lee, Lung-fei
20
Leybourne, Stephen James
20
Bera, Anil K.
18
Perron, Pierre
18
Baltagi, Badi H.
17
Lütkepohl, Helmut
17
Taylor, Robert
17
Gao, Jiti
16
Teräsvirta, Timo
16
Robinson, Peter M.
15
Su, Liangjun
15
Harvey, Andrew C.
14
Hassler, Uwe
14
Johansen, Søren
14
Sun, Yixiao
14
Xiao, Zhijie
14
Cai, Zongwu
13
Chambers, Marcus J.
13
Li, Qi
13
White, Halbert
13
Andrews, Donald W. K.
12
Hsiao, Cheng
12
Lucas, André
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Westerlund, Joakim
12
Zakoïan, Jean-Michel
12
Harvey, David I.
11
Tauchen, George Eugene
11
Zhu, Ke
11
Baillie, Richard
10
Chan, Ngai Hang
10
Hong, Yongmiao
10
Jin, Fei
10
Kapetanios, George
10
Koop, Gary
10
Koopman, Siem Jan
10
more ...
less ...
Published in...
All
Journal of econometrics
11
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
6
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
7
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
8
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
9
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
10
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->