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subject:"Time series analysis"
subject:"Volatilität"
~person:"Croux, Christophe"
~person:"Härdle, Wolfgang"
~source:"econis"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatilität
Robustes Verfahren
Estimation theory
209
Schätztheorie
209
Theorie
76
Theory
76
Regression analysis
72
Regressionsanalyse
72
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Robust statistics
41
Zeitreihenanalyse
31
Estimation
22
Schätzung
22
Volatility
18
Multivariate Analyse
14
Multivariate analysis
14
Correlation
11
Korrelation
11
Bootstrap approach
9
Bootstrap-Verfahren
9
Deutschland
9
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5
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9
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English
70
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Croux, Christophe
Härdle, Wolfgang
Phillips, Peter C. B.
105
Gao, Jiti
74
Koopman, Siem Jan
59
Johansen, Søren
48
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
39
Pesaran, M. Hashem
36
Swanson, Norman R.
36
Linton, Oliver
35
Kapetanios, George
33
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Nielsen, Bent
30
Koop, Gary
29
Sibbertsen, Philipp
29
Sun, Yixiao
29
Engle, Robert F.
28
Lucas, André
28
Stock, James H.
27
Diebold, Francis X.
26
Baltagi, Badi H.
25
Gouriéroux, Christian
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Taylor, Robert
25
Watson, Mark W.
25
Perron, Pierre
24
Cavaliere, Giuseppe
23
Ghysels, Eric
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
McAleer, Michael
22
Bauwens, Luc
21
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
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KBI
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
SFB 649 discussion paper
5
CORE discussion paper : DP
4
Discussion papers of interdisciplinary research project 373
4
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2
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2
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1
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1
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1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Metrika : international journal for theoretical and applied statistics
1
Nonparametric dynamic modelling
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
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51
Robust estimation of the vector autoregressive model by a trimmed least squares procedure
Joossens, Kristel
;
Croux, Christophe
-
2004
Persistent link: https://www.econbiz.de/10002624169
Saved in:
52
Partial robust m-regression
Serneels, Sven
;
Croux, Christophe
;
Filzmoser, Peter
-
2004
Persistent link: https://www.econbiz.de/10002503551
Saved in:
53
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
54
Testing the information matrix equality with robust estimators
Croux, Christophe
;
Dhaene, Geert
;
Hoorelbeke, Dirk
-
2003
Persistent link: https://www.econbiz.de/10001765884
Saved in:
55
Testing the information matrix equality with robust estimators
Croux, Christophe
;
Dhaene, Geert
;
Hoorelbeke, Dirk
-
2003
Persistent link: https://www.econbiz.de/10001747992
Saved in:
56
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
57
The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Croux, Christophe
;
Flandre, Cécile
;
Haesbroeck, Gentiane
-
2002
Persistent link: https://www.econbiz.de/10001649458
Saved in:
58
Maxbias curves of robust scale estimators based on subranges
Croux, Christophe
;
Haesbroeck, Gentiane
- In:
Metrika : international journal for theoretical and …
53
(
2001
)
2
,
pp. 101-122
Persistent link: https://www.econbiz.de/10001626383
Saved in:
59
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
60
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
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