//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model indentification for infi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
14
Schätztheorie
14
Time series analysis
12
Zeitreihenanalyse
12
Theorie
6
Theory
6
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
Ausreißer
2
Börsenkurs
2
Distance covariance
2
Forecasting model
2
Heavy-tails
2
Outliers
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Structural break
2
Strukturbruch
2
Autocorrelation
1
Autokorrelation
1
Autoregressive process
1
Capital income
1
Change-point
1
Credit risk
1
Estimated residuals
1
Estimation
1
Financial market
1
Financial time series
1
Finanzmarkt
1
Finanzmathematik
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
14
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
3
Book section
3
Lehrbuch
3
Aufsatzsammlung
1
Collection of articles of several authors
1
Einführung
1
Forschungsbericht
1
Sammelwerk
1
more ...
less ...
Language
All
English
22
Author
All
Davis, Richard A.
20
Mikosch, Thomas
8
Brockwell, Peter J.
4
Cribben, Ivor
3
Andersen, Torben
1
Andrews, Beth
1
Chen, Mei-ching
1
Davis, R. A.
1
Davis, Richard Alan
1
Drees, Holger
1
Dunsmuir, William T. M.
1
Hancock, Stacey A.
1
Kreiß, Jens-Peter
1
Lee, Thomas C. M.
1
Li, Song
1
Ng, Serena
1
Rodriguez-Yam, Gabriel A.
1
Segers, Johan
1
Song, Li
1
Wan, Phyllis
1
Warchoł, Michał
1
Yang, Yu
1
Yao, Yi-Ching
1
more ...
less ...
Institution
All
Südafrikanische Union / Department of Agriculture
1
Published in...
All
Journal of econometrics
6
Handbook of financial time series
3
Econometric theory
2
Springer texts in statistics
2
Bulletin / Department of Agriculture, Union of South Africa
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Springer series in statistics
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
41
OLC EcoSci
5
USB Cologne (EcoSocSci)
5
Other ZBW resources
3
EconStor
1
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Handbook of financial time series
Andersen, Torben
(
ed.
);
Davis, Richard A.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003494231
Saved in:
2
Time series : theory and methods
Brockwell, Peter J.
;
Davis, Richard A.
-
1996
-
2. ed., corr. 5. printing
Persistent link: https://www.econbiz.de/10000613528
Saved in:
3
Structural break estimation for nonstationary time series models
Davis, Richard A.
;
Lee, Thomas C. M.
;
Rodriguez-Yam, …
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 223-239
Persistent link: https://www.econbiz.de/10003309659
Saved in:
4
Extreme value theory for GARCH processes
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 187-200)
.
2009
Persistent link: https://www.econbiz.de/10003833941
Saved in:
5
Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
Saved in:
6
Extremes of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 355-364)
.
2009
Persistent link: https://www.econbiz.de/10003833971
Saved in:
7
Estimation for non-negative Lévy-driven CARMA processes
Brockwell, Peter J.
;
Davis, Richard A.
;
Yang, Yu
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 250-259
Persistent link: https://www.econbiz.de/10009160004
Saved in:
8
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A.
;
Mikosch, Thomas
;
Cribben, Ivor
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009673126
Saved in:
9
Inference for regression models with errors from a non-invertible MA(1) process
Chen, Mei-ching
;
Davis, Richard A.
;
Song, Li
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 6-30
Persistent link: https://www.econbiz.de/10009233924
Saved in:
10
Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003370444
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->