//--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Härdle, Wolfgang"
~person:"Li, Dong"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
8
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Regressionsanalyse
3
Autocorrelation
2
Autokorrelation
2
Compound Poisson process
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
ANOVA decomposition
1
ARCH model
1
ARCH-Modell
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CoVaR
1
Composite quasi-maximum likelihood estimation
1
Consistent test
1
Copula time series model
1
Degeneracy of a spatial process
1
Estimation
1
Expectile regression
1
Goodness-of-fit tests
1
Integrated likelihood
1
Kernelized Stein discrepancy
1
Kleinste-Quadrate-Methode
1
Lasso
1
Least squares method
1
Local polynomial regression.
1
Minimum average contrast estimation
1
Model selection
1
Multiple threshold variables
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Language
All
English
8
Author
All
Härdle, Wolfgang
Li, Dong
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
Caner, Mehmet
4
Ghysels, Eric
4
Gospodinov, Nikolaj
4
Ichimura, Hidehiko
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Zhang, Xinyu
4
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
3
Cheung, Yin-Wong
3
Fan, Jianqing
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hall, Alastair R.
3
Han, Xu
3
Hansen, Bruce E.
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Li, Deyuan
3
Lieli, Robert P.
3
Lucas, André
3
Lütkepohl, Helmut
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
9
Econometric theory
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of forecasting
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
2
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
3
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
4
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
Saved in:
5
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
6
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
7
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
8
Semiparametric smooth coefficient models
Li, Qi
;
Huang, Cliff J.
;
Li, Dong
;
Fu, Tsu-tan
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 412-422
Persistent link: https://www.econbiz.de/10001695291
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->