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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Estimation
Statistical distribution
Estimation theory
324
Schätztheorie
324
Regression analysis
89
Regressionsanalyse
89
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Time series analysis
34
Zeitreihenanalyse
34
Schätzung
24
Sampling
21
Stichprobenerhebung
21
Induktive Statistik
18
Statistical inference
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Statistische Verteilung
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Correlation
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16
Multivariate Analyse
16
Multivariate analysis
16
Bayesian inference
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
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Statistical error
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Statistischer Fehler
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Forecasting model
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Prognoseverfahren
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Robust statistics
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Robustes Verfahren
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Statistical test
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Statistischer Test
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Bootstrap-Verfahren
9
Statistical method
8
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8
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7
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7
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7
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Article
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Article in journal
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52
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English
52
Author
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Dunson, David B.
4
Fan, Jianqing
3
Hall, Peter
2
Jing, Bingyi
2
Puig, Pedro
2
Aban, Inmaculada B.
1
Aït-Sahalia, Yacine
1
Basu, Sanjib
1
Bigelow, Jamie L.
1
Blum, Michael G. B.
1
Brooks, Steve
1
Cai, Bo
1
Cai, T. Tony
1
Casella, George
1
Chen, Chien-jen
1
Chen, Jianwei
1
Choudhuri, Nidhan
1
Corkrey, Ross
1
Cruz-Marcelo, Alejandro
1
Durban, John W.
1
Dümbgen, Lutz
1
Efromovich, Sam
1
Efron, Bradley
1
Elmore, Ryan T.
1
Ensor, Katherine Bennett
1
Fan, Yingying
1
Fernández, Miguel A.
1
Follmann, Dean A.
1
Forrest, Jeffrey Yi-Lin
1
Freitag-Wolf, Sandra
1
Freyermuth, Jean-Marc
1
Garratt, Anthony
1
Genton, Marc G.
1
Ghosal, Subhashis
1
Ghosh, Pulak
1
Gilbert, Scott
1
Gill, Jeff
1
Gomes, M. Ivette
1
Huang, Chiung-yu
1
Härdle, Wolfgang
1
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Journal of the American Statistical Association : JASA
Journal of econometrics
367
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
150
Econometric reviews
94
Economic modelling
71
Applied economics letters
64
Econometric theory
61
Insurance / Mathematics & economics
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
The econometrics journal
52
Journal of applied econometrics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics
48
International journal of forecasting
48
Econometrics : open access journal
42
Quantitative economics : QE ; journal of the Econometric Society
42
Journal of banking & finance
40
Journal of empirical finance
39
Computational economics
37
European journal of operational research : EJOR
37
Journal of forecasting
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Statistics in transition : an international journal of the Polish Statistical Association
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of financial econometrics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of risk and financial management : JRFM
28
Finance research letters
27
Quantitative finance
27
Journal of economic dynamics & control
24
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
23
Energy economics
22
Journal of quantitative economics
20
Journal of risk
20
Risks : open access journal
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of productivity analysis
16
Oxford bulletin of economics and statistics
16
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ECONIS (ZBW)
52
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1
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
2
Estimating the term structure with a semiparametric Bayesian hierarchical model : an application to corporate bonds
Cruz-Marcelo, Alejandro
;
Ensor, Katherine Bennett
; …
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 387-395
Persistent link: https://www.econbiz.de/10009267774
Saved in:
3
Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
Freyermuth, Jean-Marc
;
Ombao, Hernando
;
Sachs, Rainer von
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 634-646
Persistent link: https://www.econbiz.de/10008736085
Saved in:
4
Dimension reduction and adaptation in conditional density estimation
Efromovich, Sam
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 761-774
Persistent link: https://www.econbiz.de/10008736848
Saved in:
5
Correlated z-values and the accuracy of large-scale statistical estimates
Efron, Bradley
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1042-1055
Persistent link: https://www.econbiz.de/10008737991
Saved in:
6
Approximate Bayesian computation : a nonparametric perspective
Blum, Michael G. B.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1178-1187
Persistent link: https://www.econbiz.de/10008738447
Saved in:
7
Bayesian analysis of cancer rates from SEER program using parametric and semiparametric joinpoint regression models
Ghosh, Pulak
;
Basu, Sanjib
;
Tiwari, Ram C.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 439-452
Persistent link: https://www.econbiz.de/10003885312
Saved in:
8
Nonparametric priors for ordinal Bayesian social science models: specification and estimation
Gill, Jeff
;
Casella, George
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 453-464
Persistent link: https://www.econbiz.de/10003885314
Saved in:
9
Nonparametric residue analysis of dynamic PET data with application to cerebral FDG studies in normals
O'Sullivan, Finbarr
;
Muzi, Mark
;
Spence, Alexander M.
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 556-571
Persistent link: https://www.econbiz.de/10003885366
Saved in:
10
Nonparametric bayes modeling of multivariate categorical data
Dunson, David B.
;
Xing, Chuanhua
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1042-1051
Persistent link: https://www.econbiz.de/10003902787
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