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~subject:"Stochastic process"
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Stochastic process
Schätztheorie
35,762
Estimation theory
35,137
Theorie
13,244
Theory
12,809
Ökonometrie
7,916
Zeitreihenanalyse
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1,767
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Statistical distribution
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1,368
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1,353
Stochastischer Prozess
1,190
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1,174
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1,155
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1,143
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Koopman, Siem Jan
26
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20
Todorov, Viktor
13
Tauchen, George Eugene
11
Jansson, Michael
10
Lieberman, Offer
10
Lucas, André
10
McAleer, Michael
10
Nielsen, Morten Ørregaard
10
Yu, Jun
10
Hurn, Stan
9
Liesenfeld, Roman
9
Ooms, Marius
9
Christopeit, Norbert
8
Massmann, Michael
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Kristensen, Dennis
7
Scharth, Marcel
7
Strachan, Rodney W.
7
Sørensen, Michael
7
Tsionas, Efthymios G.
7
Andrews, Donald W. K.
6
Asai, Manabu
6
Aït-Sahalia, Yacine
6
Brandt, Michael W.
6
Chan, Joshua
6
Chib, Siddhartha
6
Iacus, Stefano Maria
6
Küchler, Uwe
6
Leon-Gonzalez, Roberto
6
Lindsay, Kenneth A.
6
Park, Joon Y.
6
Sentana, Enrique
6
Shephard, Neil G.
6
Zakoïan, Jean-Michel
6
Bos, Charles S.
5
Craig, Ben R.
5
Cui, Zhenyu
5
Fičura, Milan
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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University of Exeter / Department of Economics
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
1
Nuffield College
1
Rodney L. White Center for Financial Research
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School of Economics and Finance <Brisbane>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Thailand Econometric Society
1
University of Chicago / Graduate School of Business
1
University of Strathclyde / Department of Economics
1
Universität Mannheim
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
67
Discussion paper / Tinbergen Institute
27
Econometric reviews
22
CREATES research paper
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometric theory
16
Economic modelling
16
Cowles Foundation discussion paper
15
Economics letters
14
European journal of operational research : EJOR
13
Mathematics of operations research
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrics : open access journal
11
Journal of empirical finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Discussion papers of interdisciplinary research project 373
10
Operations research
10
Computational economics
9
Quantitative finance
9
SFB 649 discussion paper
9
The econometrics journal
9
Insurance / Mathematics & economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
International journal of theoretical and applied finance
7
Journal of productivity analysis
7
Risks : open access journal
7
Working paper
7
GRIPS discussion papers
6
INFORMS journal on computing : JOC
6
International journal of production research
6
Journal of mathematical finance
6
Operations research letters
6
Quantitative economics : QE ; journal of the Econometric Society
6
Asia-Pacific financial markets
5
Discussion paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
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Handbook of financial time series
5
International journal of financial engineering
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International journal of forecasting
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ECONIS (ZBW)
1,162
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1
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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2
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
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3
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
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4
Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
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5
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
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6
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
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7
Comparison of the Korean and US stock markets using continuous-time stochastic volatility models
Choi, Seungmoon
- In:
Han gug gae bal yeon gu
40
(
2018
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011954453
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8
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
9
Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther
-
1992
Persistent link: https://www.econbiz.de/10000839003
Saved in:
10
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
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