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
~subject:"Statistische Verteilung"
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
ARMA representation of squared...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Schätztheorie
36,180
Estimation theory
35,553
Theorie
14,134
Theory
13,703
Markov chain
7,916
Markov-Kette
7,622
Zeitreihenanalyse
7,265
Schätzung
7,197
Time series analysis
7,165
Estimation
7,096
Regressionsanalyse
4,279
Regression analysis
4,267
Nichtparametrisches Verfahren
3,488
Nonparametric statistics
3,395
Prognoseverfahren
2,962
Forecasting model
2,917
Volatilität
2,640
Volatility
2,608
USA
2,282
United States
2,221
Bayes-Statistik
2,008
Bayesian inference
1,992
Stochastischer Prozess
1,969
Panel
1,967
Stochastic process
1,945
Panel study
1,919
Statistischer Test
1,883
Statistical test
1,841
ARCH-Modell
1,792
Monte-Carlo-Simulation
1,781
Monte Carlo simulation
1,773
ARCH model
1,768
Statistical distribution
1,631
ARMA-Modell
1,439
ARMA model
1,404
Börsenkurs
1,397
Kapitaleinkommen
1,371
Share price
1,366
Capital income
1,365
more ...
less ...
Online availability
All
Free
724
Undetermined
427
Type of publication
All
Article
877
Book / Working Paper
783
Type of publication (narrower categories)
All
Article in journal
826
Aufsatz in Zeitschrift
826
Working Paper
416
Arbeitspapier
387
Graue Literatur
361
Non-commercial literature
361
Aufsatz im Buch
47
Book section
47
Hochschulschrift
20
Thesis
15
Conference paper
6
Konferenzbeitrag
6
Amtsdruckschrift
5
Collection of articles written by one author
5
Government document
5
Sammlung
5
Aufgabensammlung
4
Lehrbuch
4
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Mikroform
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,648
German
11
French
1
Author
All
Phillips, Peter C. B.
18
Einmahl, John H. J.
17
McAleer, Michael
11
Wu, Ximing
11
Paolella, Marc S.
10
Daouia, Abdelaati
9
Stupfler, Gilles
9
Bandi, Federico M.
8
Dijk, Herman K. van
8
Harvey, Andrew C.
8
Linton, Oliver
8
Segers, Johan
8
Ardia, David
7
Chernozhukov, Victor
7
Härdle, Wolfgang
7
Kurz-Kim, Jeong-Ryeol
7
Lucas, André
7
Nadarajah, Saralees
7
Okhrin, Ostap
7
Okhrin, Yarema
7
Perote, Javier
7
Rothe, Christoph
7
Antonio, Katrien
6
Bai, Jun
6
Bouezmarni, Taoufik
6
Butucea, Cristina
6
Craig, Ben R.
6
Crump, Richard K.
6
Gerlach, Richard
6
Hall, Peter
6
Hallin, Marc
6
Hoga, Yannick
6
Hoogerheide, Lennart
6
Jakeman, Anthony J.
6
Koopman, Siem Jan
6
Lemieux, Thomas
6
Linton, Oliver B.
6
Mitnik, Oscar A.
6
Parmeter, Christopher F.
6
Peng, Liang
6
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
National Bureau of Economic Research
5
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
3
Australian National University / Faculty of Economics
1
Deutsche Forschungsgemeinschaft
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Institut National de Statistique <Brüssel>
1
International Center for Financial Asset Management and Engineering
1
London School of Economics and Political Science
1
Robert Schuman Centre for Advanced Studies
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of California, San Diego / Department of Economics
1
University of Melbourne / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Università degli studi di Venezia / Dipartimento di scienze economiche
1
Universität Zürich / Sozialökonomisches Institut
1
more ...
less ...
Published in...
All
Journal of econometrics
76
Insurance / Mathematics & economics
44
Economics letters
31
Discussion paper / Tinbergen Institute
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Econometric theory
24
Econometric reviews
22
Statistics in transition : an international journal of the Polish Statistical Association
22
Discussion paper / Center for Economic Research, Tilburg University
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Journal of the American Statistical Association : JASA
18
European journal of operational research : EJOR
16
The econometrics journal
15
International journal of forecasting
14
Risks : open access journal
13
Statistical papers
12
Working papers / TSE : WP
12
Applied economics
11
Computational economics
11
Discussion papers of interdisciplinary research project 373
11
ECARES working paper
11
Econometrics : open access journal
11
Journal of empirical finance
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of financial econometrics
9
Journal of risk and financial management : JRFM
9
Mathematics Preprint Archive
9
Scandinavian actuarial journal
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Astin bulletin : the journal of the International Actuarial Association
8
Cowles Foundation discussion paper
8
Discussion paper series / IZA
8
Finance research letters
8
Journal of banking & finance
8
Journal of forecasting
8
Journal of mathematical finance
8
Journal of risk
8
The journal of operational risk
8
more ...
less ...
Source
All
ECONIS (ZBW)
1,631
EconStor
29
Showing
1
-
10
of
1,660
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dirichlet prior for estimating unknown regression error
heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2012
Persistent link: https://www.econbiz.de/10009656889
Saved in:
2
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
3
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometric theory
26
(
2010
)
3
,
pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
Saved in:
4
Density estimation for nonlinear parametric models with conditional
heteroscedasticity
Zhao, Zhibiao
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 71-82
Persistent link: https://www.econbiz.de/10003965383
Saved in:
5
Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos
;
Tenreyro, Silvana
- In:
Economics letters
112
(
2011
)
2
,
pp. 220-222
Persistent link: https://www.econbiz.de/10009243315
Saved in:
6
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842080
Saved in:
7
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
8
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
9
Distribution of rankings for groups exhibiting
heteroscedasticity
and correlation
Gilbert, Scott
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
461
,
pp. 147-157
Persistent link: https://www.econbiz.de/10001754640
Saved in:
10
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
