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~person:"Shephard, Neil G."
~subject:"Estimation theory"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Estimation theory
Stochastic process
Stochastischer Prozess
19
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18
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16
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16
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Shephard, Neil G.
Phillips, Peter C. B.
91
Nielsen, Morten Ørregaard
45
Chernozhukov, Victor
40
Linton, Oliver
39
Newey, Whitney K.
36
Swanson, Norman R.
36
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34
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33
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31
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30
Wolf, Michael
30
Ferrari, Giorgio
29
Nielsen, Bent
29
Cai, Zongwu
28
Kapetanios, George
27
Lechner, Michael
26
Weidner, Martin
25
Chen, Xiaohong
24
Lewbel, Arthur
24
Barndorff-Nielsen, Ole E.
23
Kitagawa, Toru
22
Podolskij, Mark
20
Yu, Jun
20
Andrews, Donald W. K.
18
Fernández-Val, Iván
18
MacKinnon, James G.
18
Robinson, Peter M.
18
Teräsvirta, Timo
18
Hsu, Yu-Chin
17
Ledoit, Olivier
17
Sun, Yixiao
17
Woutersen, Tiemen
17
Jansson, Michael
16
Kaplan, David M.
16
Koop, Gary
16
Marcellino, Massimiliano
16
Rahbek, Anders
16
White, Halbert
16
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ECONIS (ZBW)
37
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Saved in:
3
Non-Gaussian OU based models and some of their uses in financial
economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
4
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
5
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
6
Non-Gaussian OU based models and some of their uses in financial
economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
1999
Persistent link: https://www.econbiz.de/10001455827
Saved in:
7
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
8
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
9
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579331
Saved in:
10
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
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