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subject:"Probability theory"
subject:"Time series analysis"
~person:"Li, Degui"
~person:"Ooms, Marius"
~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
29
Schätztheorie
29
Zeitreihenanalyse
21
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
ARCH model
5
ARCH-Modell
5
Theorie
5
Theory
5
ARMA model
4
ARMA-Modell
4
Correlation
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Business network
3
Estimation
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Forecasting model
3
Prognoseverfahren
3
Saisonale Schwankungen
3
Schätzung
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Seasonal variations
3
Unternehmensnetzwerk
3
VAR model
3
VAR-Modell
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Autocorrelation
2
Autokorrelation
2
Autoregressive fractionally integrated moving average model
2
Cluster analysis
2
Clusteranalyse
2
Cointegration
2
Generalised autoregressive conditional heteroskedasticity model
2
Kointegration
2
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2
Periodic autoregressive model
2
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Collection of articles of several authors
Graue Literatur
Sammelwerk
Non-commercial literature
21
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20
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20
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9
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21
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Li, Degui
Ooms, Marius
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
19
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Lucas, André
16
Kapetanios, George
15
Peng, Bin
14
Brännäs, Kurt
13
Gouriéroux, Christian
13
Härdle, Wolfgang
13
Linton, Oliver
13
Swanson, Norman R.
13
Koop, Gary
12
Nielsen, Bent
12
Pesaran, M. Hashem
12
Hyndman, Rob J.
11
Gómez, Víctor
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Kleibergen, Frank
9
Marcellino, Massimiliano
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Dijk, Herman K. van
8
Einmahl, John H. J.
8
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Discussion paper / Tinbergen Institute
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
Cambridge working papers in economics
2
Discussion papers in economics
2
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1
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ECONIS (ZBW)
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
4
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
5
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
6
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
7
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
9
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
10
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
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