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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Hyndman, Rob J."
~person:"Zakoïan, Jean-Michel"
~source:"econis"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
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Estimation theory
76
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76
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32
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32
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Hyndman, Rob J.
Zakoïan, Jean-Michel
Swanson, Norman R.
32
Francq, Christian
27
Teräsvirta, Timo
24
Corradi, Valentina
22
Marcellino, Massimiliano
20
McCracken, Michael W.
19
Koopman, Siem Jan
18
Linton, Oliver
18
Phillips, Peter C. B.
18
Gao, Jiti
17
Koop, Gary
17
Kapetanios, George
16
Pesaran, M. Hashem
16
Rahbek, Anders
16
Cai, Zongwu
15
Clark, Todd E.
15
Hafner, Christian M.
15
Ardia, David
14
Audrino, Francesco
14
Huber, Florian
14
Sheppard, Kevin
14
Engle, Robert F.
13
Kumar, Dilip
13
Mykland, Per A.
13
Rossi, Barbara
13
Bauwens, Luc
12
Schorfheide, Frank
12
Baltagi, Badi H.
11
Chevillon, Guillaume
11
Diebold, Francis X.
11
Hendry, David F.
11
Herbst, Edward P.
11
Lütkepohl, Helmut
11
Shephard, Neil G.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Brakel, Jan A. van den
10
Dijk, Dick van
10
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of econometrics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
International journal of forecasting
3
Econometric theory
2
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2
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1
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ECONIS (ZBW)
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
3
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
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
Fast forecast reconciliation using linear models
Ashouri, Mahsa
;
Hyndman, Rob J.
;
Shmueli, Galit
-
2019
Persistent link: https://www.econbiz.de/10012606728
Saved in:
6
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
7
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
8
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
9
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
10
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
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