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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Hyndman, Rob J."
~person:"Monfort, Alain"
~subject:"ARMA model"
~subject:"Maximum likelihood estimation"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARMA model
Maximum likelihood estimation
Estimation theory
48
Schätztheorie
48
Time series analysis
19
Theorie
14
Theory
14
Forecasting model
9
Prognoseverfahren
9
VAR model
6
VAR-Modell
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Identification
4
Maximum-Likelihood-Schätzung
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Autocorrelation
3
Autokorrelation
3
Composite Likelihood
3
Consistency
3
Core
3
Probability theory
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
ARCH Model
2
ARCH model
2
ARCH-Modell
2
ARMA-Modell
2
Asymptotic Single Risk Factor
2
Australia
2
Australien
2
Bayes-Statistik
2
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Aufsatz im Buch
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Working Paper
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23
Graue Literatur
21
Article in journal
11
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11
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Hyndman, Rob J.
Monfort, Alain
Gao, Jiti
43
Koopman, Siem Jan
34
Phillips, Peter C. B.
30
Johansen, Søren
26
Nielsen, Morten Ørregaard
25
Lütkepohl, Helmut
24
Maravall Herrero, Agustín
24
Sibbertsen, Philipp
20
Teräsvirta, Timo
20
Franses, Philip Hans
19
Pesaran, M. Hashem
19
Gouriéroux, Christian
17
Lucas, André
17
Linton, Oliver
16
Peng, Bin
16
Brännäs, Kurt
15
Kapetanios, George
15
Fiorentini, Gabriele
14
Härdle, Wolfgang
14
Sentana, Enrique
14
Swanson, Norman R.
14
Koop, Gary
13
Li, Degui
13
Nielsen, Bent
13
Spokojnyj, Vladimir G.
12
Zakoïan, Jean-Michel
12
Blasques, Francisco
11
Gómez, Víctor
11
Ooms, Marius
11
Bauwens, Luc
10
Martin, Gael M.
10
Miller, J. Isaac
10
Schlicht, Ekkehart
10
Bailey, Natalia
9
Beran, Jan
9
Cai, Zongwu
9
Chan, Joshua
9
Croux, Christophe
9
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
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)
23
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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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