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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"ECARES working paper"
~language:"eng"
~subject:"Statistische Verteilung"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Volatilität
Statistische Verteilung
Estimation theory
42
Schätztheorie
42
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Statistical distribution
11
Time series analysis
10
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10
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multivariate time series
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time-varying models
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non-stationary process
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Industrie
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Le Cam's asymptotic theory of statistical experiments
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Probability theory
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11
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11
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Working Paper
Collection of articles written by one author
Arbeitspapier
11
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4
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4
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English
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Hallin, Marc
4
Ley, Christophe
4
Paindaveine, Davy
3
Dominicy, Yves
2
Ilmonen, Pauliina
2
Verdebout, Thomas
2
Abe, Toshihiro
1
Babić, Slađana
1
Barrio, Eustasio del
1
Cassart, Delphine
1
Charpentier, Arthur
1
Geenens, Gery
1
Gelbgras, Laetitia
1
Gonzalez-Sanz, Alberto
1
Keikkilä, Matias
1
Koudou, Angelo Efoevi
1
La Vecchia, Davide
1
Liu, Hang
1
Veredas, David
1
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ECARES working paper
Discussion paper / Tinbergen Institute
44
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
21
CREATES research paper
19
Discussion papers of interdisciplinary research project 373
15
SFB 649 discussion paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working papers
12
Cowles Foundation discussion paper
11
KBI
11
Working papers / TSE : WP
11
Working paper
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Discussion paper series / IZA
8
Discussion papers / CEPR
7
Working paper / National Bureau of Economic Research, Inc.
7
Documento de trabajo
6
GRIPS discussion papers
6
IES working paper
6
Report / Econometric Institute, Erasmus University Rotterdam
6
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5
Discussion paper
5
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5
Discussion papers in economics
5
Research paper series / Swiss Finance Institute
5
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5
Working papers / Federal Reserve Bank of Atlanta
5
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5
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4
Cambridge working papers in economics
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
ERID working paper
4
Finance and economics discussion series
4
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4
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4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
11
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1
Inference for spherical location under high concentration
Paindaveine, Davy
;
Verdebout, Thomas
-
2019
Persistent link: https://www.econbiz.de/10012064804
Saved in:
2
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
Saved in:
3
Optimal tests for elliptical symmetry : specified and unspecified location
Babić, Slađana
;
Gelbgras, Laetitia
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012179634
Saved in:
4
A note on the regularity of center-outward distribution and quantile functions
Barrio, Eustasio del
;
Gonzalez-Sanz, Alberto
;
Hallin, Marc
-
2019
Persistent link: https://www.econbiz.de/10012179643
Saved in:
5
Multivariate moment based extreme value index estimators
Keikkilä, Matias
;
Dominicy, Yves
;
Ilmonen, Pauliina
-
2015
Persistent link: https://www.econbiz.de/10011628494
Saved in:
6
A tractable, parsimonious and highly flexible model for cylindrical data, with applications
Abe, Toshihiro
;
Ley, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011289226
Saved in:
7
Efficiency combined with simplicity : new testing procedures for generalized inverse gaussian models
Koudou, Angelo Efoevi
;
Ley, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010418911
Saved in:
8
Optimal rank tests for symmetry against edgeworth-type alternatives
Cassart, Delphine
;
Hallin, Marc
;
Paindaveine, Davy
-
2014
Persistent link: https://www.econbiz.de/10010483703
Saved in:
9
Skew-rotsymmetric distributions on unit spheres and related efficient inferential procedures
Ley, Christophe
;
Verdebout, Thomas
-
2014
Persistent link: https://www.econbiz.de/10010483707
Saved in:
10
Probit transformation for nonparametric kernel estimation of the copula density
Geenens, Gery
;
Charpentier, Arthur
;
Paindaveine, Davy
-
2014
Persistent link: https://www.econbiz.de/10010376931
Saved in:
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