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~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Game theory"
~subject:"Heteroskedastizität"
~subject:"Nichtparametrisches Verfahren"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Markov process"
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ARCH model
Game theory
Heteroskedastizität
Nichtparametrisches Verfahren
Stochastischer Prozess
Markov chain
16
Markov-Kette
16
Theorie
12
Theory
12
Time series analysis
5
Zeitreihenanalyse
5
ARCH-Modell
4
ARMA model
3
ARMA-Modell
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Multivariate Verteilung
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Multivariate distribution
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Heteroscedasticity
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Entscheidungstheorie
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Estimation theory
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Nonparametric statistics
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8
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English
8
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Meitz, Mika
2
Saikkonen, Pentti
2
Abramson, Ari
1
Chen, Bin
1
Cohen, Israel
1
Distaso, Walter
1
Hong, Yongmiao
1
Liu, Ji-Chun
1
Shachat, Jason M.
1
Stelzer, Robert
1
Swarthout, J. Todd
1
Wei, Lijia
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Econometric theory
European journal of operational research : EJOR
44
Dynamic games and applications : DGA
33
Mathematics of operations research
30
Journal of econometrics
28
Energy economics
27
Insurance / Mathematics & economics
23
International journal of theoretical and applied finance
23
Economic modelling
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Computational economics
18
Quantitative finance
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Applied economics
16
Journal of empirical finance
16
Mathematical methods of operations research
16
Operations research
16
Journal of economic theory
15
International journal of forecasting
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Economics letters
13
Finance research letters
13
Journal of economic dynamics & control
13
The North American journal of economics and finance : a journal of financial economics studies
13
Econometric reviews
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
12
Finance and stochastics
12
International journal of production research
12
Journal of forecasting
12
Quantitative economics : QE ; journal of the Econometric Society
12
Annals of operations research
11
Discussion paper / Tinbergen Institute
11
Operations research letters
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Games and economic behavior
10
International review of economics & finance : IREF
10
Mathematical methods of operations research : ZOR
10
Risks : open access journal
10
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
10
CESifo working papers
9
Journal of mathematical finance
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ECONIS (ZBW)
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1
A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.
;
Swarthout, J. Todd
;
Wei, Lijia
- In:
Econometric theory
31
(
2015
)
4
,
pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
4
On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity
Stelzer, Robert
- In:
Econometric theory
25
(
2009
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003816215
Saved in:
5
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
6
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
7
On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
Saved in:
8
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter
- In:
Econometric theory
19
(
2003
)
2
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
Saved in:
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