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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
12
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12
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10
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10
Markov chain
6
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6
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5
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4
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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
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Kessler, Mathieu
1
Lunde, Asger
1
Mikkelsen, Peter
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
450
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
143
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
29
International Monetary Fund (IMF)
29
Umeå universitet
27
Center for Economic Research <Tilburg>
23
OECD
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University of New England / Department of Econometrics
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Centre for Microdata Methods and Practice <London>
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London School of Economics and Political Science
19
Econometrisch Instituut <Rotterdam>
17
Deutsche Forschungsgemeinschaft
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15
HAL
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University of Exeter / Department of Economics
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Rutgers University / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Federal Reserve System / Division of Research and Statistics
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Organisation for Economic Co-operation and Development
11
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11
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11
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10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
European University Institute / Department of Law
10
Federal Reserve Bank of St. Louis
10
Institut für Weltwirtschaft
10
International Energy Agency
10
State University of New York at Albany / Department of Economics
10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
Suntory-Toyota International Centre for Economics and Related Disciplines
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Western Australia / Department of Economics
9
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
8
Nationalekonomiska Institutionen <Lund>
8
Universitetet i Oslo / Økonomisk institutt
8
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
17
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Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
4
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
7
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
8
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
9
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
10
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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