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type:"article"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Estimation theory
1,872
Schätztheorie
1,872
Theorie
430
Theory
430
Time series analysis
364
Zeitreihenanalyse
364
Nichtparametrisches Verfahren
333
Nonparametric statistics
333
Regression analysis
287
Regressionsanalyse
287
Estimation
278
Schätzung
274
Panel
178
Panel study
178
Statistical test
164
Statistischer Test
164
Volatility
122
Volatilität
122
Method of moments
108
Momentenmethode
107
Induktive Statistik
87
Statistical inference
87
Autocorrelation
85
Autokorrelation
85
Maximum likelihood estimation
83
Maximum-Likelihood-Schätzung
83
Forecasting model
79
Prognoseverfahren
79
Cointegration
78
Kointegration
77
Bootstrap approach
74
Bootstrap-Verfahren
74
Instrumental variables
73
Statistical distribution
67
Statistische Verteilung
67
Causality analysis
65
Kausalanalyse
65
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64
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62
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Article in journal
Aufsatz in Zeitschrift
64
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English
64
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Todorov, Viktor
7
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
4
Francq, Christian
3
Li, Jia
3
Park, Joon Y.
3
Andersen, Torben
2
Grynkiv, Iaryna
2
Kim, Donggyu
2
Li, Dong
2
Li, Guodong
2
Lieberman, Offer
2
Phillips, Peter C. B.
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zhu, Ke
2
Ahsan, Nazmul
1
Amengual, Dante
1
Andrews, Donald W. K.
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Baek, Yae In
1
Botosaru, Irene
1
Brümmer, Bernhard
1
Carriero, Andrea
1
Cerovecki, Clément
1
Chaker, Selma
1
Chambers, Marcus J.
1
Chang, Jinyuan
1
Chen, Rui
1
Chen, Song Xi
1
Cho, Jin Seo
1
Choi, Yongok
1
Christensen, Kimberly
1
Clark, Todd E.
1
Clinet, Simon
1
Comte, Fabienne
1
Creal, Drew
1
Cui, Xiangyu
1
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Applied economics letters
Journal of econometrics
The review of economic studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometric reviews
15
Economics letters
14
Econometric theory
13
Economic modelling
13
European journal of operational research : EJOR
12
Mathematics of operations research
11
Journal of empirical finance
10
Computational economics
9
Operations research
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of productivity analysis
7
Quantitative finance
7
International journal of production research
6
International journal of theoretical and applied finance
6
Journal of mathematical finance
6
Operations research letters
6
Quantitative economics : QE ; journal of the Econometric Society
6
Risks : open access journal
6
The econometrics journal
6
Asia-Pacific financial markets
5
Finance and stochastics
5
INFORMS journal on computing : JOC
5
Journal of banking & finance
5
Journal of financial econometrics
5
Journal of risk and financial management : JRFM
5
Journal of the American Statistical Association : JASA
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance research letters
4
International journal of financial engineering
4
International journal of forecasting
4
Journal of applied econometrics
4
Journal of forecasting
4
The journal of computational finance
4
Annals of finance
3
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ECONIS (ZBW)
64
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1
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10
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64
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date (oldest first)
1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
4
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
9
On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan
;
Miao, Ke
;
Su, Liangjun
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
Saved in:
10
Efficient estimation and filtering for multivariate jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
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