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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~subject:"Stochastic process"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical theory
Stochastic process
Time series analysis
190
Zeitreihenanalyse
190
Theorie
78
Theory
78
Forecasting model
75
Prognoseverfahren
75
Estimation theory
62
Schätztheorie
62
Nonparametric statistics
28
Estimation
25
Schätzung
25
Stochastischer Prozess
20
State space model
19
Zustandsraummodell
19
Bayes-Statistik
12
Bayesian inference
12
ARMA model
10
ARMA-Modell
10
Börsenkurs
10
Cointegration
10
Kointegration
10
Panel
10
Panel study
10
Regression analysis
10
Regressionsanalyse
10
Share price
10
Volatility
9
Volatilität
9
Statistical test
8
Statistischer Test
8
VAR model
8
VAR-Modell
8
Aggregation
7
Australia
7
Australien
7
Statistical distribution
7
Statistische Verteilung
7
Autocorrelation
6
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43
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45
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Arbeitspapier
45
Graue Literatur
45
Non-commercial literature
45
Working Paper
45
Forschungsbericht
3
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English
45
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Gao, Jiti
27
Martin, Gael M.
8
Dong, Chaohua
6
Linton, Oliver
5
Pan, Guangming
4
Yang, Yanrong
4
Frazier, David T.
3
Hyndman, Rob J.
3
Li, Degui
3
Maneesoonthorn, Worapree
3
Peng, Bin
3
Yan, Yayi
3
Cheng, Tingting
2
Grose, Simone D.
2
King, Maxwell L.
2
Koo, Bonsoo
2
McCabe, Brendan Peter Martin
2
Poskitt, Donald Stephen
2
Shang, Han Lin
2
Zhang, Bo
2
Anderson, Heather M.
1
Athanasopoulos, George
1
Chen, Xiangjin B.
1
Cook, Dianne
1
De Silva, Ashton
1
Forbes, Catherine Scipione
1
Han, Xiao
1
Hong, Han
1
La Vecchia, Davide
1
Liu, Fei
1
Loiza-Maya, Ruben
1
Lu, Zu-di
1
Ma, Shujie
1
Maharaj, Elizabeth Ann
1
McCabe, Brendon P. M.
1
Phillips, Peter C. B.
1
Robert, Christian P.
1
Roberts, Christian P.
1
Robinson, Peter M.
1
Saart, Patrick
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Discussion paper / Tinbergen Institute
68
Econometric reviews
54
Econometric theory
53
Economics letters
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Cowles Foundation discussion paper
25
Computational economics
24
Economic modelling
24
SFB 649 discussion paper
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Journal of forecasting
23
Discussion papers of interdisciplinary research project 373
20
Journal of the American Statistical Association : JASA
20
The econometrics journal
20
CREATES research paper
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Econometrics : open access journal
18
Working paper
17
Energy economics
16
CAMA working paper series
15
CoFE discussion papers
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk and financial management : JRFM
15
Journal of economic dynamics & control
14
Journal of empirical finance
14
Applied economics letters
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
European journal of operational research : EJOR
13
Quantitative finance
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
11
Journal of applied econometrics
11
Cambridge working papers in economics
10
Journal of banking & finance
10
LSE STICERD Research Paper
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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ECONIS (ZBW)
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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
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
4
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
5
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
7
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
8
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
9
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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