//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~person:"Koopman, Siem Jan"
~person:"Todorov, Viktor"
~subject:"Martingale"
~subject:"State space model"
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
Volatility
Martingale
State space model
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
Forecasting
1
Forecasting model
1
Fractional integration
1
Importance sampling
1
Kalman filter
1
Latent factors
1
Macroeconomic time series
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
Prognoseverfahren
1
Score driven time-varying parameter models
1
Smooth transition
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Treshold autoregressive models
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Koopman, Siem Jan
Todorov, Viktor
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Amado, Cristina
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Brune, Barbara
1
Bura, Efstathia
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Iwata, Shigeru
1
Kanatani, Taro
1
Kang, Kyu Ho
1
Kim, Young Min
1
Large, Jeremy
1
León-González, Roberto
1
Li, Han
1
Lunde, Asger
1
Marín, J. Miguel
1
Mele, Antonio
1
Mesters, G.
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Nualart, Eulalia
1
Ooms, Marius
1
Rossi, Eduardo
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
13
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->