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~subject:"Asymptotic normality"
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Asymptotic normality
asymptotic normality
159
Schätztheorie
128
Estimation theory
126
consistency
76
non-normality
58
Non-normality
52
Theorie
52
Normality
47
Statistische Verteilung
45
Statistical distribution
44
Theory
44
normality
44
Nichtparametrisches Verfahren
42
Zeitreihenanalyse
42
Consistency
41
Statistischer Test
41
Statistical test
40
Time series analysis
40
Nonparametric statistics
37
GARCH
23
ARCH model
22
ARCH-Modell
22
Estimation
22
Portfolio selection
22
Portfolio-Management
22
skewness
22
Capital income
21
Kapitaleinkommen
21
Regression analysis
21
Regressionsanalyse
21
Schätzung
21
bootstrap
21
Local asymptotic normality
20
local asymptotic normality
20
Volatility
19
Strong consistency
18
Volatilität
18
Maximum likelihood estimation
17
kurtosis
17
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Online availability
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Undetermined
157
Free
78
Type of publication
All
Article
170
Book / Working Paper
71
Other
1
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Working Paper
27
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Article
4
Conference Paper
1
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Undetermined
160
English
82
Author
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Hualde, Javier
8
Nielsen, Morten Ørregaard
8
Wang, Qihua
8
Liang, Han-Ying
7
Linton, Oliver
7
Phillips, Peter C.B.
6
Gao, Jiti
5
Girard, Stéphane
5
Guillou, Armelle
5
Robinson, Peter M.
5
Stupfler, Gilles
5
Cheng, Yebin
4
Gooijer, Jan G. de
4
Uña-Álvarez, Jacobo
4
You, Jinhong
4
Aknouche, Abdelhakim
3
Amiri, Aboubacar
3
Andrews, Donald W.K.
3
Bissantz, Nicolai
3
Blasques, Francisco
3
Einmahl, John
3
Holzmann, Hajo
3
Horváth, Lajos
3
Härdle, Wolfgang
3
Lee, Sangyeol
3
Li, Degui
3
Lu, Zudi
3
Nielsen, Bent
3
Pan, Guangming
3
Söhl, Jakob
3
Wang, Jiang-Feng
3
Zhang, Bo
3
Zhang, Tao
3
Ahmed, Hanan
2
Daouia, Abdelaati
2
Einmahl, John H. J.
2
Fan, Guo-Liang
2
Giraitis, Liudas
2
Han, Chirok
2
Hong, Yongmiao
2
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Institution
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Cowles Foundation for Research in Economics, Yale University
10
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
4
Tilburg University, Center for Economic Research
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
London School of Economics (LSE)
3
Department of Economics, Oxford University
2
Economics Group, Nuffield College, University of Oxford
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Centre for Microdata Methods and Practice (CEMMAP)
1
Department of Econometrics and Business Statistics, Monash Business School
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
Economics Department, Queen's University
1
HAL
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Murat Sertel İleri İktisadi Araştırmalar Merkezi, İstanbul Bilgi Üniversitesi
1
School of Economics and Management, University of Aarhus
1
School of Economics, Singapore Management University
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Institute
1
Tinbergen Instituut
1
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Annals of the Institute of Statistical Mathematics
28
Metrika
21
Statistics & Probability Letters
16
Journal of Multivariate Analysis
14
Journal of econometrics
11
Cowles Foundation Discussion Papers
10
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
10
Statistical Papers / Springer
8
Journal of Econometrics
6
Statistical Inference for Stochastic Processes
6
Computational Statistics & Data Analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Discussion Paper / Tilburg University, Center for Economic Research
4
Economics letters
4
MPRA Paper
4
STICERD - Econometrics Paper Series
4
Stochastic Processes and their Applications
4
AStA Advances in Statistical Analysis
3
Annals of Economics and Finance
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Insurance / Mathematics & economics
3
LSE Research Online Documents on Economics
3
Statistical Methods and Applications
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CREATES research paper
2
Computational Statistics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric Reviews
2
Economics Papers / Economics Group, Nuffield College, University of Oxford
2
Economics Series Working Papers / Department of Economics, Oxford University
2
Finance and Stochastics
2
KBI
2
Queen's Economics Department working paper
2
SFB 649 Discussion Papers
2
The econometrics journal
2
Tinbergen Institute Discussion Papers
2
Working papers / TSE : WP
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asia-Pacific Financial Markets
1
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RePEc
178
ECONIS (ZBW)
50
EconStor
13
BASE
1
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1
How do empirical estimators of popular risk measures impact pro-cyclicality?
Bräutigam, Marcel
;
Kratz, Marie
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 547-579
Persistent link: https://www.econbiz.de/10014436789
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel
;
Sadıkoğlu, S.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Indirect inference for time series using the empirical characteristic function and control variates
Davis, Richard A.
;
do Rêgo Sousa, Thiago
; …
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 653-684
of time series processes. We show consistency and asymptotic
normality
of the parameter estimators under strong mixing …
Persistent link: https://www.econbiz.de/10012621813
Saved in:
6
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2021
consistency (which is a prerequisite for proving asymptotic
normality
) is challenging due to non-uniform convergence of the … components. In contrast, we establish consistency and asymptotic
normality
of parameter estimates related to the stochastic …
Persistent link: https://www.econbiz.de/10012670894
Saved in:
7
Estimating a gradual parameter change in an AR(1)-process
Hušková, Marie
;
Prášková, Zuzana
;
Steinebach, Josef G.
- In:
Metrika
85
(
2021
)
7
,
pp. 771-808
Persistent link: https://www.econbiz.de/10014497477
Saved in:
8
Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
Freise, Fritjof
;
Gaffke, Norbert
;
Schwabe, Rainer
- In:
Metrika
84
(
2021
)
6
,
pp. 851-874
asymptotic
normality
are derived for two classes of nonlinear models: firstly, for the class of models satisfying a condition of … some natural continuity assumptions. For asymptotic
normality
some further smoothness assumptions and asymptotic …
Persistent link: https://www.econbiz.de/10014497557
Saved in:
9
The quarter median
Baringhaus, Ludwig
;
Grübel, Rudolf
- In:
Metrika
85
(
2021
)
4
,
pp. 419-458
of an orthogonal basis. We obtain results on existence, equivariance, and asymptotic
normality
. …
Persistent link: https://www.econbiz.de/10014497608
Saved in:
10
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2021
consistency (which is a prerequisite for proving asymptotic
normality
) is challenging due to non-uniform convergence of the … components. In contrast, we establish consistency and asymptotic
normality
of parameter estimates related to the stochastic …
Persistent link: https://www.econbiz.de/10012505331
Saved in:
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