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subject:"Simulation"
subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistical theory
Stochastic process
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
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12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
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6
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15
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15
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15
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15
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15
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English
15
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Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Pakkanen, Mikko S.
2
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Floor Brix, Anne
1
Guégan, Dominique
1
Kanaya, Shin
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Sørensen, Michael
1
Veraart, Almut E. D.
1
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CREATES research paper
Journal of econometrics
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
64
Economics letters
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Econometric theory
39
Discussion paper / Tinbergen Institute
36
European journal of operational research : EJOR
31
Computational economics
25
Discussion paper / Center for Economic Research, Tilburg University
21
Economic modelling
21
NBER Working Paper
21
Operations research
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Discussion paper
18
Cowles Foundation discussion paper
17
Discussion papers of interdisciplinary research project 373
17
Europäische Hochschulschriften / 5
17
International economic review
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of applied econometrics
16
Econometrics : open access journal
15
Oxford bulletin of economics and statistics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Journal of quantitative economics : official journal of the Indian Econometric Society
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Technical working paper / National Bureau of Economic Research
14
The econometrics journal
14
The review of economics and statistics
14
Working paper
14
Working papers in economics and econometrics
14
Discussion paper series / IZA
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Working paper series
13
American journal of agricultural economics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
12
CORE discussion paper : DP
12
Insurance / Mathematics & economics
12
Mathematics of operations research
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ECONIS (ZBW)
15
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
4
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
Saved in:
5
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
6
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
7
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
8
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
9
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
10
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
Saved in:
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