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subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Theorie
Estimation theory
6
Schätztheorie
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Time series analysis
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Statistical distribution
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Statistische Verteilung
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robustness
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Capital market returns
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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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seasonal
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trend
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Harvey, Andrew C.
Härdle, Wolfgang
59
Phillips, Peter C. B.
40
Pesaran, M. Hashem
37
Gao, Jiti
36
Franses, Philip Hans
32
Koopman, Siem Jan
31
Gouriéroux, Christian
30
Swanson, Norman R.
26
Johansen, Søren
25
Lütkepohl, Helmut
25
Nielsen, Morten Ørregaard
24
Imbens, Guido
23
Lucas, André
23
Maravall Herrero, Agustín
23
Brännäs, Kurt
22
Teräsvirta, Timo
20
Kapetanios, George
19
Kohn, Robert
19
Linton, Oliver
19
Sibbertsen, Philipp
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Robert, Christian P.
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
Breitung, Jörg
16
Diebold, Francis X.
16
Koop, Gary
16
Giles, David E. A.
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Monfort, Alain
14
Croux, Christophe
13
Francq, Christian
13
Giles, Judith A.
13
Guégan, Dominique
13
Hyndman, Rob J.
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Cambridge working papers in economics
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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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.
-
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
Saved in:
3
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
4
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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