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subject:"Schätztheorie"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Mathematical analysis"
~type_genre:"Working Paper"
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Search: subject_exact:"Theory"
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Subject
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Schätztheorie
Mathematical analysis
Theorie
312
Theory
312
Time series analysis
52
Zeitreihenanalyse
52
Stochastic process
45
Stochastischer Prozess
45
Estimation
35
Schätzung
35
Cointegration
30
Kointegration
30
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Statistical test
24
Statistischer Test
24
Einheitswurzeltest
20
Unit root test
20
Regression analysis
19
Regressionsanalyse
19
Volatility
19
Volatilität
19
Yield curve
19
Zinsstruktur
19
Experiment
18
ARCH model
17
ARCH-Modell
17
Option pricing theory
17
Optionspreistheorie
17
Estimation theory
16
VAR model
15
VAR-Modell
15
Analysis
14
PC software
14
PC-Software
14
Börsenkurs
13
Share price
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Deutschland
10
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Online availability
All
Free
21
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Working Paper
Graue Literatur
34
Non-commercial literature
34
Arbeitspapier
29
Nachschlagewerk
5
Reference book
5
Systematic review
1
Übersichtsarbeit
1
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Language
All
English
29
Author
All
Küchler, Uwe
6
Buckwar, Evelyn
4
Gushchin, Alexander A.
3
Burke, Simon P.
2
Cai, Zongwu
2
Riedle, Markus
2
Appleby, John A. D.
1
Baker, Christopher T. H.
1
Brooks, Chris
1
Bunke, Olaf
1
Burke, S. P.
1
Gilsing, Hagen
1
Hernandez-Molinar, Raul
1
Hong, Yongmiao
1
Hunter, J.
1
Härdle, Wolfgang
1
Johannes, Jan
1
Karlsen, Hans Arnfinn
1
Knight, Keith
1
Lefante, John
1
Myklebust, Terje
1
Nielsen, Jens Perch
1
Platen, Eckhard
1
Reiß, Markus
1
Schmid, Wolfgang
1
Shardlow, Tony
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tjostheim, Dag
1
Tzotchev, Dobromir
1
Vasiliev, Vjatscheslav A.
1
Ørregaard Nielsen, Morten
1
Čížek, Pavel
1
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Institution
All
Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
European University Institute / Department of Economics
20
Ekonomiska forskningsinstitutet <Stockholm>
18
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Umeå universitet
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Centre for Microdata Methods and Practice <London>
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Institut für Höhere Studien
3
Institut für Weltwirtschaft
3
National Bureau of Economic Research
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Columbia University / Department of Economics
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Federal Reserve Bank of Cleveland
2
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Published in...
All
Discussion papers of interdisciplinary research project 373
21
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Discussion papers in quantitative economics and computing / E
3
Source
All
ECONIS (ZBW)
29
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1
Asymptotic theory for m-estimators of boundaries
Knight, Keith
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916817
Saved in:
2
Robust adaptive estimation of dimension reduction space
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918932
Saved in:
3
Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf
(
contributor
);
Johannes, Jan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
Saved in:
4
Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
Saved in:
5
On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
Saved in:
6
Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070
Saved in:
7
On integrals with respect to Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
Saved in:
8
Nonparametric methods on continuous-time finance : a selective review
Cai, Zongwu
(
contributor
);
Hong, Yongmiao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919184
Saved in:
9
Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term
Buckwar, Evelyn
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919281
Saved in:
10
Adaptive estimation for affine stochastic delay differential equations
Reiß, Markus
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919316
Saved in:
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