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~accessRights:"free"
~language:"eng"
~person:"Dette, Holger"
~person:"Shi, Shuping"
~subject:"Robust statistics"
~subject:"Statistischer Test"
~subject:"Stochastischer Prozess"
~type:"book"
~type_genre:"Arbeitspapier"
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Robust statistics
Statistischer Test
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Theorie
82
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82
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77
Regressionsanalyse
77
Estimation theory
66
Schätztheorie
66
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39
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39
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35
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21
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13
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10
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Dette, Holger
Shi, Shuping
Phillips, Peter C. B.
62
McAleer, Michael
57
Koopman, Siem Jan
39
Pesaran, M. Hashem
39
Gao, Jiti
30
Ferrari, Giorgio
26
Härdle, Wolfgang
26
Platen, Eckhard
25
Sentana, Enrique
25
Croux, Christophe
24
Chiarella, Carl
23
Kleijnen, Jack P. C.
21
Chernozhukov, Victor
19
Clark, Todd E.
19
Dufour, Jean-Marie
19
Kunst, Robert M.
19
Bos, Charles S.
18
Hallin, Marc
18
Hertog, Dirk den
18
Shephard, Neil G.
18
Wilhelm, Daniel
18
Yu, Jun
18
Podolskij, Mark
17
Shaikh, Azeem M.
17
Amengual, Dante
16
Caporale, Guglielmo Maria
16
Hafner, Christian M.
16
Martin, Gael M.
16
Bugni, Federico A.
15
Canay, Ivan A.
15
Gather, Ursula
15
Lee, Sokbae
15
Linton, Oliver
15
Lucas, André
15
Scaillet, Olivier
15
Sun, Yixiao
15
Whang, Yoon-jae
15
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14
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14
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Cowles Foundation discussion paper
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ECONIS (ZBW)
57
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1
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
2
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
5
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
Saved in:
6
Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.
;
Shi, Shuping
-
2017
Persistent link: https://www.econbiz.de/10011748569
Saved in:
7
Casual change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011777165
Saved in:
8
Causal change detection in possibly integrated Systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647390
Saved in:
9
Change detection and the causal impact of the yield curve
Hurn, Stan
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2016
Persistent link: https://www.econbiz.de/10011647389
Saved in:
10
Change detection and the causal impact of the Yield Curve
Hurn, Stan
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2015
Persistent link: https://www.econbiz.de/10011343675
Saved in:
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