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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Hyndman, Rob J."
~person:"Monfort, Alain"
~subject:"Maximum likelihood estimation"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Volatilität
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
Schätzung
5
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4
Maximum-Likelihood-Schätzung
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
Regressionsanalyse
4
Autocorrelation
3
Autokorrelation
3
Composite Likelihood
3
Consistency
3
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3
Probability theory
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
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3
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3
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2
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2
ARCH-Modell
2
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2
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2
Asymptotic Single Risk Factor
2
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2
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25
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25
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23
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11
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Hyndman, Rob J.
Monfort, Alain
Gao, Jiti
42
Koopman, Siem Jan
35
Phillips, Peter C. B.
29
Johansen, Søren
25
Nielsen, Morten Ørregaard
25
Teräsvirta, Timo
24
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
22
Sibbertsen, Philipp
19
Franses, Philip Hans
18
Härdle, Wolfgang
18
Gouriéroux, Christian
17
Lucas, André
17
Linton, Oliver
16
Pesaran, M. Hashem
16
Swanson, Norman R.
16
Sentana, Enrique
15
Brännäs, Kurt
14
Kapetanios, George
14
Spokojnyj, Vladimir G.
14
Fiorentini, Gabriele
13
Nielsen, Bent
13
Peng, Bin
13
Croux, Christophe
12
Koop, Gary
12
Bauwens, Luc
11
Blasques, Francisco
11
Feng, Yuanhua
10
Gómez, Víctor
10
Li, Degui
10
Martin, Gael M.
10
Ooms, Marius
10
Zakoïan, Jean-Michel
10
Beran, Jan
9
Cai, Zongwu
9
Cavaliere, Giuseppe
9
Chan, Joshua
9
Dong, Chaohua
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
3
Les notes d'études et de recherche : NER
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
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
4
Dimension reduction for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
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
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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
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
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