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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Hyndman, Rob J."
~person:"Monfort, Alain"
~subject:"ARMA model"
~subject:"Identification"
~subject:"Maximum likelihood estimation"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARMA model
Identification
Maximum likelihood estimation
Estimation theory
42
Schätztheorie
42
Time series analysis
17
Theorie
14
Theory
14
Forecasting model
9
Prognoseverfahren
9
VAR model
6
VAR-Modell
6
Estimation
5
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4
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4
Nonparametric statistics
4
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4
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3
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3
Composite Likelihood
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Pseudo Maximum Likelihood
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Schock
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Shock
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2
ARCH model
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Asymptotic Single Risk Factor
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Australia
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Aufsatz im Buch
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Hyndman, Rob J.
Monfort, Alain
Gao, Jiti
43
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
Franses, Philip Hans
16
Linton, Oliver
16
Lucas, André
16
Peng, Bin
16
Pesaran, M. Hashem
16
Gouriéroux, Christian
15
Kapetanios, George
15
Brännäs, Kurt
14
Nielsen, Bent
14
Swanson, Norman R.
14
Härdle, Wolfgang
13
Li, Degui
13
Fiorentini, Gabriele
12
Koop, Gary
12
Blasques, Francisco
11
Sentana, Enrique
11
Spokojnyj, Vladimir G.
11
Gómez, Víctor
10
Marcellino, Massimiliano
10
Martin, Gael M.
10
Ooms, Marius
10
Zakoïan, Jean-Michel
10
Bailey, Natalia
9
Bauwens, Luc
9
Beran, Jan
9
Cai, Zongwu
9
Chan, Joshua
9
Chen, Xiaohong
9
Croux, Christophe
9
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Série des documents de travail
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
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2
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
3
Dimension reduction for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
4
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
5
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:
6
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
7
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:
8
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:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
10
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
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