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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
~person:"Monfort, Alain"
~subject:"Maximum likelihood estimation"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Estimation theory
92
Schätztheorie
92
Theorie
63
Theory
63
Time series analysis
29
Volatility
10
Volatilität
10
Core
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
ARCH model
5
ARCH-Modell
5
Estimation
5
Probability theory
5
Schätzung
5
Wahrscheinlichkeitsrechnung
5
Identification
4
Maximum-Likelihood-Schätzung
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Saisonale Schwankungen
4
Seasonal variations
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Measurement
3
Messung
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Risikoprämie
3
Risk premium
3
Schock
3
Shock
3
ARCH Model
2
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Free
13
Type of publication
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Book / Working Paper
33
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Aufsatz im Buch
Non-commercial literature
Arbeitspapier
38
Working Paper
38
Graue Literatur
33
Article in journal
15
Aufsatz in Zeitschrift
15
Amtsdruckschrift
5
Government document
5
Rezension
2
Book review
1
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
33
Author
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Franses, Philip Hans
Gouriéroux, Christian
Monfort, Alain
Gao, Jiti
42
Koopman, Siem Jan
34
Phillips, Peter C. B.
28
Johansen, Søren
25
Nielsen, Morten Ørregaard
25
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
22
Teräsvirta, Timo
20
Sibbertsen, Philipp
17
Lucas, André
16
Pesaran, M. Hashem
16
Brännäs, Kurt
14
Kapetanios, George
14
Linton, Oliver
14
Swanson, Norman R.
14
Härdle, Wolfgang
13
Nielsen, Bent
13
Peng, Bin
13
Fiorentini, Gabriele
12
Koop, Gary
12
Blasques, Francisco
11
Hyndman, Rob J.
11
Sentana, Enrique
11
Spokojnyj, Vladimir G.
11
Gómez, Víctor
10
Li, Degui
10
Martin, Gael M.
10
Ooms, Marius
10
Zakoïan, Jean-Michel
10
Bauwens, Luc
9
Beran, Jan
9
Cai, Zongwu
9
Chan, Joshua
9
Croux, Christophe
9
Dong, Chaohua
9
Feng, Yuanhua
9
Poskitt, Donald Stephen
9
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European University Institute / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail
9
Report / Econometric Institute, Erasmus University Rotterdam
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Discussion paper / Tinbergen Institute
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers of interdisciplinary research project 373
1
EUI working paper / ECO
1
Econometric Institute research papers
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
33
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
4
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
5
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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