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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Chiarella, Carl"
~person:"Gao, Jiti"
~person:"Koskela, Erkki"
~person:"Lux, Thomas"
~person:"Mumtaz, Haroon"
~person:"Phillips, Peter C. B."
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Search: subject:"Stochastisches Modell "
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Schätzung
Stochastic process
Suchtheorie
Theory
VAR-Modell
Stochastischer Prozess
15
Time series analysis
13
Zeitreihenanalyse
13
Theorie
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Einheitswurzeltest
2
Modellierung
2
Nichtlineare Regression
2
Nonlinear regression
2
Regression analysis
2
Regressionsanalyse
2
Scientific modelling
2
Unit root test
2
Analysis of variance
1
Anlageverhalten
1
Asymptotic normality
1
Asymptotic theory
1
Behavioural finance
1
Black-Scholes model
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Black-Scholes-Modell
1
Central limit theorem
1
Cointegration
1
Correlation
1
Estimation
1
Estimation theory
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Incomplete market
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Korrelation
1
Largest eigenvalue
1
Least squares method
1
Linear process
1
Orthogonal series expansion
1
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Arbeitspapier
Non-commercial literature
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15
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15
Language
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English
Author
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Chiarella, Carl
Gao, Jiti
Koskela, Erkki
Lux, Thomas
Mumtaz, Haroon
Phillips, Peter C. B.
Martin, Gael M.
15
Forbes, Catherine Scipione
10
Maneesoonthorn, Worapree
8
Dong, Chaohua
5
Zhang, Xibin
5
Frazier, David T.
3
King, Maxwell L.
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Koo, Bonsoo
2
Loiza-Maya, Ruben
2
Seo, Myung Hwan
2
Tse, Yiu Kuen
2
Wright, Jill
2
Yang, Yanrong
2
Yu, Jun
2
Zhang, Bo
2
Akram, Muhammad
1
Anderson, Heather M.
1
Athanasopoulos, George
1
Beaumont, Adrian
1
Chen, Xiangjin B.
1
De Silva, Ashton
1
Elias, Matthew J.
1
Li, Degui
1
McCabe, Brendon P. M.
1
Ng, Jason
1
Ord, John Keith
1
Robert, Christian P.
1
Roberts, Christian P.
1
Robinson, Peter M.
1
Saart, Patrick
1
Silvapulle, Paramsothy
1
Snyder, Ralph D.
1
Strickland, Chris
1
Tabri, Rami V.
1
Tjøstheim, Dag
1
Tremayne, Andrew R.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Cowles Foundation discussion paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Working paper
10
CESifo working papers
4
Discussion paper / B
4
Kiel working paper
4
School of Economics working papers / The University of Adelaide, School of Economics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Economics working paper
3
Discussion paper / Tinbergen Institute
2
Discussion papers / Department of Economics, University of Helsinki
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Working papers / Bank of England
2
Cardiff economics working papers
1
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Economics working paper series
1
Global COE Hi-Stat discussion paper series
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Working paper series / European Central Bank
1
Working paper series / Financial Econometrics Research Centre
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ECONIS (ZBW)
15
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1
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
2
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
3
Specification testing in structural nonparametric cointegration
Dong, Chaohua
;
Gao, Jiti
-
2014
Persistent link: https://www.econbiz.de/10010245252
Saved in:
4
Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
-
2013
Persistent link: https://www.econbiz.de/10009724611
Saved in:
5
Orthogonal expansion of Lévy process functionals : theory and practice
Dong, Chaohua
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009701598
Saved in:
6
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10009789503
Saved in:
7
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
8
Semiparametric methods in nonlinear time series analysis : a selective review
Saart, Patrick
;
Gao, Jiti
-
2012
Persistent link: https://www.econbiz.de/10009672964
Saved in:
9
Solving replication problems in complete market by orthogonal series expansion
Dong, Chaohua
;
Gao, Jiti
-
2012
Persistent link: https://www.econbiz.de/10009565425
Saved in:
10
Identification, estimation and specification in a class of semiparametic time series models
Gao, Jiti
-
2012
Persistent link: https://www.econbiz.de/10009565428
Saved in:
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