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subject:"Prognoseverfahren"
subject:"Time series analysis"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Cointegration
Monte-Carlo-Simulation
Estimation theory
84
Schätztheorie
84
Theorie
44
Theory
44
Zeitreihenanalyse
13
Schätzung
10
Estimation
8
Regression analysis
8
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8
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Germany
7
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3
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USA
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3
Business cycle turning point
2
Consumption theory
2
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2
EWMA
2
France
2
Frankreich
2
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8
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17
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Forschungsbericht
Article in journal
3,729
Aufsatz in Zeitschrift
3,729
Working Paper
2,079
Arbeitspapier
2,078
Graue Literatur
2,037
Non-commercial literature
2,037
Aufsatz im Buch
234
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234
Hochschulschrift
180
Thesis
144
Collection of articles of several authors
67
Sammelwerk
67
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45
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45
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38
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38
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35
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35
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33
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31
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English
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Elagin, Mstislav
2
Sibbertsen, Philipp
2
Spokojnyj, Vladimir G.
2
Steland, Ansgar
2
Anderson, Heather M.
1
Argaç, Dog̃an
1
Armstrong, Jon Scott
1
Bianchi, Marco
1
Broze, Laurence
1
Cron, Axel
1
Green, Kesten C.
1
Hartung, Joachim
1
King, Maxwell L.
1
Low, Chin Nam
1
Pawlak, Mirek
1
Rafajlowicz, Ewaryst
1
Scaillet, Olivier
1
Snyder, Ralph D.
1
Utikal, Klaus J.
1
Venetis, Ioannis
1
Wildi, Marc
1
Zakoïan, Jean-Michel
1
Zenner, Markus
1
Zhang, Xibin
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CORE discussion paper : DP
2
Discussion paper / B
2
Discussion paper / A
1
Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
17
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1
Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
Saved in:
2
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
-
2004
Persistent link: https://www.econbiz.de/10002474664
Saved in:
3
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
4
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
5
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
6
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
7
A confidence interval to combined univariate economic forecasts
Hartung, Joachim
;
Argaç, Dog̃an
-
2002
Persistent link: https://www.econbiz.de/10001742145
Saved in:
8
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
Saved in:
9
Parameter estimation in time series analysis
Spokojnyj, Vladimir G.
-
2009
Persistent link: https://www.econbiz.de/10003823733
Saved in:
10
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
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