//--> //--> //-->
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:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of econometrics"
~person:"Li, Dong"
~person:"Zhu, Ke"
~subject:"ARCH model"
~subject:"QMLE"
~subject:"Stochastic process"
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
Sampling
Stichprobenerhebung
ARCH model
QMLE
Stochastic process
Estimation theory
13
Schätztheorie
13
Time series analysis
7
Zeitreihenanalyse
7
ARCH-Modell
4
Stochastischer Prozess
4
Autocorrelation
3
Autokorrelation
3
DAR model
3
Portmanteau test
3
Statistical test
3
Statistischer Test
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nonstationarity
2
Strict stationarity testing
2
Volatility
2
Volatilität
2
ARCH-type model
1
ARMA model
1
ARMA-Modell
1
Adaptive inference
1
Asymmetric power GARCH
1
Asymmetry testing
1
Augmented DAR model
1
Block-wise random weighting method
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Compound Poisson process
1
Conditional heteroscedasticity
1
Conditional quantile
1
Diagnostic checking
1
Ergodicity
1
GARCH model
1
GLAD estimation
1
Generalized exponentially weighted moving average quantile model
1
Generalized quasi-maximum likelihood estimator
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Li, Dong
Zhu, Ke
Francq, Christian
10
Zakoïan, Jean-Michel
8
Todorov, Viktor
7
Tauchen, George Eugene
5
Ghysels, Eric
4
Kim, Donggyu
4
Chen, Songnian
3
Li, Guodong
3
Li, Jia
3
Marcellino, Massimiliano
3
Park, Joon Y.
3
Wang, Yazhen
3
Andersen, Torben
2
Andreou, Elena
2
Andrews, Donald W. K.
2
Aït-Sahalia, Yacine
2
Chambers, Marcus J.
2
Chib, Siddhartha
2
Delaigle, Aurore
2
Grynkiv, Iaryna
2
Hill, Jonathan B.
2
Jiang, Feiyu
2
Laurent, Sébastien
2
Lee, Lung-fei
2
Li, Muyi
2
Li, Wai Keung
2
Lieberman, Offer
2
Ling, Shiqing
2
Maheu, John M.
2
Pedersen, Rasmus Søndergaard
2
Phillips, Peter C. B.
2
Potiron, Yoann
2
Rahbek, Anders
2
Shephard, Neil G.
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Xiu, Dacheng
2
Zheng, Xu
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk and financial management : JRFM
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
3
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
4
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
5
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Saved in:
6
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
7
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->