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subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Harvey, Andrew C."
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
5
Schätztheorie
5
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
robustness
2
ARCH model
1
ARCH-Modell
1
Ausreißer
1
Capital market returns
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Kapitalmarktrendite
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Multivariate Verteilung
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Multivariate distribution
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Outliers
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Portfolio selection
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Portfolio-Management
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Robust statistics
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Robustes Verfahren
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Saisonale Schwankungen
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Seasonal variations
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Statistical test
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Statistischer Test
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copula
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count data
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directional data
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generalized autoregressive conditional heteroscedasticity
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generalized beta distribution of the second kind
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observation-driven model
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outlier
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score
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seasonal
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trend
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Collection of articles of several authors
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Harvey, Andrew C.
Gao, Jiti
37
Koopman, Siem Jan
26
Nielsen, Morten Ørregaard
22
Phillips, Peter C. B.
21
Johansen, Søren
19
Lütkepohl, Helmut
19
Peng, Bin
15
Sibbertsen, Philipp
14
Linton, Oliver
13
Lucas, André
13
Hyndman, Rob J.
11
Kapetanios, George
11
Nielsen, Bent
11
Li, Degui
10
Swanson, Norman R.
10
Blasques, Francisco
9
Dong, Chaohua
9
Koop, Gary
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Teräsvirta, Timo
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Pesaran, M. Hashem
8
Chan, Joshua
7
Giraitis, Liudas
7
Gouriéroux, Christian
7
Härdle, Wolfgang
7
Miller, J. Isaac
7
Poskitt, Donald Stephen
7
Staszewska-Bystrova, Anna
7
Winker, Peter
7
Bailey, Natalia
6
Beran, Jan
6
Chambers, Marcus J.
6
Chen, Xiaohong
6
Feng, Yuanhua
6
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Cambridge working papers in economics
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Temi di discussione del Servizio Studi / Banca d'Italia
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ECONIS (ZBW)
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Score-driven time series models
Harvey, Andrew C.
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2021
Persistent link: https://www.econbiz.de/10013257426
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2
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
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3
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
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