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subject:"Wechselkurs"
type:"article"
~person:"Lucas, André"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical distribution"
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Wechselkurs
Maximum-Likelihood-Schätzung
Statistical distribution
Estimation theory
15
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15
Time series analysis
9
Zeitreihenanalyse
9
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7
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7
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Maximum likelihood estimation
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1900-1988
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Lucas, André
Lee, Lung-fei
18
Phillips, Peter C. B.
11
Nadarajah, Saralees
8
Parmeter, Christopher F.
8
Tsionas, Efthymios G.
8
Wu, Ximing
8
Jin, Fei
7
Hoga, Yannick
6
Paolella, Marc S.
6
Racine, Jeffrey
6
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6
Chan, Ngai Hang
5
Chen, Yi-ting
5
Francq, Christian
5
Guillou, Armelle
5
Härdle, Wolfgang
5
Koopman, Siem Jan
5
Li, Kunpeng
5
Linton, Oliver
5
Peng, Liang
5
Tran, Kien C.
5
Wang, Hansheng
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Zakoïan, Jean-Michel
5
Zhang, Rongmao
5
Aït-Sahalia, Yacine
4
Bao, Yong
4
Bera, Anil K.
4
Bollerslev, Tim
4
Fiorentini, Gabriele
4
Goegebeur, Yuri
4
Harvey, Andrew C.
4
Hurn, Stan
4
Li, Dong
4
Lindsay, Kenneth A.
4
Ling, Shiqing
4
Peiris, Shelton
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics
1
Journal of forecasting
1
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ECONIS (ZBW)
6
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1
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
2
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
3
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
4
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
5
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
6
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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