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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Bayesian inference"
~subject:"Statistical distribution"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Statistical distribution
Estimation theory
324
Schätztheorie
324
Regression analysis
89
Regressionsanalyse
89
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Time series analysis
34
Zeitreihenanalyse
34
Estimation
24
Schätzung
24
Sampling
21
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21
Induktive Statistik
18
Statistical inference
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Statistische Verteilung
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Multivariate Analyse
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Multivariate analysis
16
Bayes-Statistik
14
Maximum likelihood estimation
14
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13
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12
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8
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7
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7
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32
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Article in journal
Government document
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32
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English
32
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Dunson, David B.
4
Fan, Jianqing
2
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
Casella, George
1
Chen, Chien-jen
1
Choudhuri, Nidhan
1
Corkrey, Ross
1
Cruz-Marcelo, Alejandro
1
Durban, John W.
1
Dümbgen, Lutz
1
Efromovich, Sam
1
Elmore, Ryan T.
1
Ensor, Katherine Bennett
1
Fan, Yingying
1
Forrest, Jeffrey Yi-Lin
1
Freitag-Wolf, Sandra
1
Genton, Marc G.
1
Ghosal, Subhashis
1
Ghosh, Pulak
1
Gilbert, Scott
1
Gill, Jeff
1
Härdle, Wolfgang
1
Ibrahim, Joseph George
1
Im, Hae Kyung
1
Jiang, Jiancheng
1
Jongbloed, Geurt
1
Kong, Xinbing
1
Li, Qi
1
Lijoi, Antonio
1
Liu, Jun S.
1
Liu, Zhi
1
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Journal of the American Statistical Association : JASA
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
60
Insurance / Mathematics & economics
51
Econometric reviews
47
Econometric theory
41
International journal of forecasting
34
The econometrics journal
32
Economic modelling
30
Journal of empirical finance
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Econometrics : open access journal
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
European journal of operational research : EJOR
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Computational economics
20
Finance research letters
20
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of forecasting
20
Journal of risk and financial management : JRFM
19
Quantitative finance
19
Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Risks : open access journal
16
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
Statistical papers
14
Journal of mathematical finance
13
Journal of quantitative economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of risk
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and stochastics
9
Scandinavian actuarial journal
9
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
9
Jackknife empirical likelihood
Jing, Bingyi
;
Yuan, Junqing
;
Zhou, Wang
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
Saved in:
10
Bayesian semiparametric joint models for functional predictors
Bigelow, Jamie L.
;
Dunson, David B.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 26-36
Persistent link: https://www.econbiz.de/10003878122
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