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Search: subject:"saddlepoint"
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Schätztheorie
19
Estimation theory
18
Theorie
18
Saddlepoint approximation
14
Theory
14
Stochastic process
12
Stochastischer Prozess
12
Saddlepoint Approximation
9
Mathematical programming
8
Mathematische Optimierung
8
saddlepoint approximation
8
Option pricing theory
7
Optionspreistheorie
7
Portfolio-Management
7
Risikomaß
7
saddlepoint approximations
7
Kreditrisiko
6
Portfolio selection
6
Risk measure
6
Credit risk
5
Markov chain
5
Monte Carlo
5
Risikomanagement
5
Saddlepoint techniques
5
expected shortfall
5
stochastic volatility
5
Carr-Madan
4
Edgeworth expansion
4
Fourier inversion
4
Generalized method of moments
4
Generalized method of moments estimator
4
Heston
4
M-estimators
4
Markov-Kette
4
Nichtlineare Optimierung
4
Risk management
4
Robust statistics
4
Robust tests
4
Robustes Verfahren
4
Statistical distribution
4
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Free
52
Undetermined
45
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Article
57
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50
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2
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23
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23
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21
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15
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62
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47
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Ronchetti, Elvezio
10
Koch, Karl-Josef
5
Trimborn, Timo
5
Chan, Leunglung
4
Kahl, Christian
4
Lord, Roger
4
Sowell, Fallaw
4
Steger, Thomas M.
4
Takahashi, Harutaka
4
Zhang, Mengzhe
4
Broda, Simon A.
3
Kan, Raymond
3
Kolassa, John E.
3
Lô, Serigne N.
3
Williams, Noah
3
Ali, Mukhtar M.
2
Arevalillo, Jorge
2
Brunner, Martin
2
Chen, Qian
2
Czellar, Veronika
2
Dai, Yu-Hong
2
Field, Chris
2
García-Pérez, Alfonso
2
Giles, David E.
2
Herbertsson, Alexander
2
Holcblat, Benjamin
2
Huang, Na
2
Kwok, Yue-Kuen
2
LARSSON, ROLF
2
Lo, Serigne N.
2
Orban, Dominique
2
PAOLELLA, Marc S.
2
Robinson, John
2
Saunders, Michael A.
2
Strulik, Holger
2
Svensson, Lars E. O.
2
Venditti, Alain
2
Yang, Bo
2
Zhao, Renbo
2
ANNAERT, Jan
1
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Institut d'Economie et Econométrie, Université de Genève
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Financial Studies
2
Department of Economics, University of Victoria
2
EconWPA
2
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
2
Tinbergen Instituut
2
Birkbeck, Department of Economics, Mathematics & Statistics
1
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
1
CESifo
1
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche, Università degli Studi di Trieste
1
East Asian Bureau of Economic Research (EABER)
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
HAL
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Society for Computational Economics - SCE
1
Tinbergen Institute
1
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Annals of the Institute of Statistical Mathematics
5
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
4
Cahiers du Département d'Econométrie
3
Les cahiers du GERAD
3
MPRA Paper
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Tinbergen Institute Discussion Papers
3
CFS Working Paper Series
2
Computational Optimization and Applications
2
Computational Statistics & Data Analysis
2
Discussion paper / Tinbergen Institute
2
Econometrics
2
Econometrics Journal
2
Econometrics Working Papers
2
European journal of operational research : EJOR
2
Journal of Global Optimization
2
Journal of risk
2
LSF research working paper series
2
Mathematics of operations research
2
Metrika
2
Operations research letters
2
Quantitative Macroeconomics Working Papers
2
Statistics & Probability Letters
2
Swiss Finance Institute Research Paper Series
2
Tinbergen Institute Discussion Paper
2
Working papers in economics
2
Annals of finance
1
Applied mathematical finance
1
Birkbeck Working Papers in Economics and Finance
1
Bonn Econ Discussion Papers
1
CER-ETH Economics working paper series
1
CESifo Working Paper Series
1
CFS Working Paper
1
Cardiff Economics Working Papers
1
Computational Statistics
1
Computational management science
1
Computing in Economics and Finance 2006
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Econometric Reviews
1
Economic Theory
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RePEc
58
ECONIS (ZBW)
41
EconStor
7
BASE
3
Showing
21
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109
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21
On Distributions of Ratios
Broda, Simon A.
;
Kan, Raymond
-
2014
denominator are supported on the entire real line. The present manuscript derives inversion formulae and
saddlepoint
…
Persistent link: https://www.econbiz.de/10010328339
Saved in:
22
On Distributions of Ratios
Broda, Simon A.
;
Kan, Raymond
-
Tinbergen Instituut
-
2014
denominator are supported on the entire real line. The present manuscript derives inversion formulae and
saddlepoint
…
Persistent link: https://www.econbiz.de/10011255898
Saved in:
23
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Hillier, Grant H.
;
Martellosio, Federico
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 402-422
Persistent link: https://www.econbiz.de/10012110309
Saved in:
24
Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
Wei, Qingda
- In:
Operations research letters
46
(
2018
)
1
,
pp. 69-75
Persistent link: https://www.econbiz.de/10011807922
Saved in:
25
On sequence planning for selective maintenance of multi-state systems under stochastic maintenance durations
Liu, Yu
;
Chen, Yiming
;
Jiang, Tao
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10011813021
Saved in:
26
On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Fakhar, Majid
;
Mahyarinia, Mohammad Reza
;
Zafarani, Jafar
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10011805297
Saved in:
27
On distributions of ratios
Broda, Simon A.
;
Kan, Raymond
-
2013
denominator are supported on the entire real line. The present manuscript derives inversion formulae and
saddlepoint
…
Persistent link: https://www.econbiz.de/10010227300
Saved in:
28
Composite Likelihood Inference by Nonparametric
Saddlepoint
Tests
Lunardon, Nicola
;
Ronchetti, Elvezio
-
Dipartimento di Scienze Economiche, Aziendali, …
-
2013
it is shown how accurate inference can be obtained by using a fully nonparametric
saddlepoint
test statistic derived from …
Persistent link: https://www.econbiz.de/10010856295
Saved in:
29
Is the rational addiction model inherently impossible to estimate?
Laporte, Audrey
;
Dass, Adrian Rohit
;
Ferguson, Brian S.
- In:
Journal of health economics
54
(
2017
),
pp. 161-175
Persistent link: https://www.econbiz.de/10011798626
Saved in:
30
Simulation of tempered stable Lévy bridges and its applications
Kim, Kyoung-Kuk
;
Kim, Sojung
- In:
Operations research
64
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011485601
Saved in:
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