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subject:"Schätztheorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Markov-Kette"
~subject:"Statistische Verteilung"
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Schätztheorie
Markov-Kette
Statistische Verteilung
Theorie
47
Theory
47
Estimation theory
23
ARCH model
17
ARCH-Modell
17
Time series analysis
13
Zeitreihenanalyse
13
Induktive Statistik
6
Statistical inference
6
Börsenkurs
5
France
5
Frankreich
5
Markov chain
5
Nichtlineare Regression
5
Nonlinear regression
5
Share price
5
ARMA model
4
ARMA-Modell
4
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Stochastic process
4
Stochastischer Prozess
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Volatility
3
Volatilität
3
1987-1993
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Econometrics
2
Finanzmathematik
2
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1
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Book / Working Paper
18
Article
11
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Arbeitspapier
18
Working Paper
18
Graue Literatur
16
Non-commercial literature
16
Article in journal
11
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11
Amtsdruckschrift
9
Government document
9
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1
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1
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Language
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English
27
French
2
Author
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Zakoïan, Jean-Michel
Härdle, Wolfgang
98
Phillips, Peter C. B.
63
Pesaran, M. Hashem
61
Gouriéroux, Christian
57
Swanson, Norman R.
49
Andrews, Donald W. K.
48
Dijk, Herman K. van
48
Franses, Philip Hans
48
Lucas, André
48
Kohn, Robert
44
Newey, Whitney K.
42
Lütkepohl, Helmut
41
Diebold, Francis X.
39
McAleer, Michael
39
Imbens, Guido
38
Giles, David E. A.
35
Koop, Gary
34
Robert, Christian P.
33
Brännäs, Kurt
32
Casarin, Roberto
32
Griffiths, William E.
32
Horowitz, Joel
32
King, Maxwell L.
32
Ravazzolo, Francesco
32
Waggoner, Daniel F.
32
Bera, Anil K.
31
Chib, Siddhartha
31
Dufour, Jean-Marie
31
Račev, Svetlozar T.
31
Baltagi, Badi H.
30
Heckman, James J.
30
Li, Qi
30
Robinson, Peter M.
30
Zha, Tao
30
Bauwens, Luc
28
Fabozzi, Frank J.
28
Lux, Thomas
28
Dijk, Dick van
27
White, Halbert
27
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Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
CORE discussion paper : DP
3
Econometric theory
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
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ECONIS (ZBW)
29
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29
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1
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
2
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
3
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
8
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
9
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
10
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
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