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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Bellec, Pierre"
~person:"Guerre, Emmanuel"
~person:"Monfort, Alain"
~subject:"Estimation theory"
~subject:"Kreditrisiko"
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Stochastischer Prozess
Volatility
Estimation theory
Kreditrisiko
Schätztheorie
22
Theorie
11
Theory
11
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Time series analysis
3
Zeitreihenanalyse
3
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2
ARCH model
1
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Credit risk
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10
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English
21
French
1
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Bellec, Pierre
Guerre, Emmanuel
Monfort, Alain
Gouriéroux, Christian
26
Robert, Christian P.
19
Zakoïan, Jean-Michel
16
Francq, Christian
13
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
Gautier, Eric
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Gayraud, Ghislaine
4
Ghysels, Eric
4
Lardjane, Salim
4
Lieberman, Offer
4
Mabon, Gwennae͏̈lle
4
Smith, Richard J.
4
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
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3
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3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Econometric theory
5
Journal of econometrics
4
Banque de France Working Paper
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Themes in modern econometrics
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2
Astin bulletin : the journal of the International Actuarial Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
22
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1
Sharp oracle bounds for monotone and convex regression trough aggregation
Bellec, Pierre
;
Cybakov, Aleksandr B.
-
2015
Persistent link: https://www.econbiz.de/10011334050
Saved in:
2
Optimal exponential bounds for aggregation if density estimators
Bellec, Pierre
-
2015
Persistent link: https://www.econbiz.de/10011334084
Saved in:
3
Optimal bounds for aggregation of affine estimators
Bellec, Pierre
-
2015
Persistent link: https://www.econbiz.de/10011334085
Saved in:
4
Concentration of quadratic forms and aggregation of affine estimators
Bellec, Pierre
-
2014
Persistent link: https://www.econbiz.de/10010457135
Saved in:
5
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
6
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
7
Multi-lag term structure models with stochastic risk premia
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003468040
Saved in:
8
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
9
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
10
Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series
Guerre, Emmanuel
-
2004
Persistent link: https://www.econbiz.de/10002554161
Saved in:
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