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~subject:"Schätztheorie"
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Schätztheorie
Estimation theory
14
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13
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12
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6
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6
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4
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4
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English
14
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Davis, Richard A.
13
Cribben, Ivor
3
Mikosch, Thomas
3
Brockwell, Peter J.
2
Andrews, Beth
1
Chen, Mei-ching
1
Drees, Holger
1
Dunsmuir, William T. M.
1
Hancock, Stacey A.
1
Lee, Thomas C. M.
1
Li, Song
1
Ng, Serena
1
Rodriguez-Yam, Gabriel A.
1
Segers, Johan
1
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1
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1
Warchoł, Michał
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Journal of econometrics
6
Econometric theory
2
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
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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:
4
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:
5
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
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6
Maximum likelihood estimation for MA (1) processes with a root on or near the unit circle
Davis, Richard A.
- In:
Econometric theory
12
(
1996
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001201819
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7
Noncausal vector AR processes with application to economic time series
Davis, Richard A.
;
Li, Song
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 246-267
Persistent link: https://www.econbiz.de/10012439692
Saved in:
8
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
9
On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.
;
Hancock, Stacey A.
;
Yao, Yi-Ching
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
Saved in:
10
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
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