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~subject:"Stochastic process"
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Stochastic process
Zeitreihenanalyse
28,992
Time series analysis
28,573
Theorie
15,087
Theory
15,068
Prognoseverfahren
7,448
Forecasting model
7,420
Schätztheorie
6,037
Estimation theory
6,030
Estimation
5,863
Schätzung
5,861
Neural networks
4,373
Neuronale Netze
4,364
Volatilität
3,366
Volatility
3,363
USA
2,990
United States
2,985
Cointegration
2,176
Kointegration
2,173
Börsenkurs
2,096
Share price
2,091
Konjunktur
1,993
Business cycle
1,989
Capital income
1,960
Kapitaleinkommen
1,960
ARCH model
1,856
ARCH-Modell
1,855
VAR model
1,562
VAR-Modell
1,558
Stochastischer Prozess
1,532
time series
1,437
State space model
1,426
Zustandsraummodell
1,424
Unit root test
1,375
Einheitswurzeltest
1,374
Strukturbruch
1,236
Structural break
1,235
Arbitrage Pricing
1,218
Arbitrage pricing
1,216
Welt
1,154
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604
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786
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734
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724
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7
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English
1,475
German
39
French
5
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2
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Phillips, Peter C. B.
37
Koopman, Siem Jan
35
Gao, Jiti
27
Gil-Alaña, Luis A.
26
Chan, Joshua
22
McAleer, Michael
21
Lucas, André
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Bos, Charles S.
14
Caporale, Guglielmo Maria
14
Asai, Manabu
13
Yu, Jun
13
Blasques, Francisco
12
Marcellino, Massimiliano
11
Taylor, Robert
11
Benth, Fred Espen
10
Härdle, Wolfgang
10
Zhang, Bo
10
Clark, Todd E.
9
Dong, Chaohua
9
Hafner, Christian M.
9
Harvey, Andrew C.
9
Kilian, Lutz
9
Shephard, Neil G.
9
Carriero, Andrea
8
Cross, Jamie
8
Gonçalves, Sílvia
8
Lieberman, Offer
8
Rodriguez, Gabriel
8
Busetti, Fabio
7
Lacroix, Renaud
7
Li, Jia
7
Robinson, Peter M.
7
Schorfheide, Frank
7
Strachan, Rodney W.
7
Caporin, Massimiliano
6
Dette, Holger
6
Lux, Thomas
6
Martin, Gael M.
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
National Bureau of Economic Research
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Centre of Financial Studies
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
International Statistical Institute
1
London School of Economics and Political Science
1
Nuffield College
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Essex / Department of Economics
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
72
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
28
Econometric theory
24
Quantitative finance
24
Economics letters
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Economic modelling
15
Working paper
15
CAMA working paper series
14
European journal of operational research : EJOR
13
The econometrics journal
13
Cowles Foundation discussion paper
12
Journal of risk and financial management : JRFM
12
Risks : open access journal
12
SFB 649 discussion paper
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
International journal of theoretical and applied finance
11
Applied economics letters
10
Journal of economic dynamics & control
10
Journal of empirical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Finance and stochastics
9
Journal of banking & finance
9
Journal of financial econometrics
9
Journal of forecasting
8
Research paper series / Swiss Finance Institute
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of applied econometrics
7
Journal of time series econometrics
7
CESifo working papers
6
Cowles Foundation Discussion Paper
6
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Source
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ECONIS (ZBW)
1,518
RePEc
2
Showing
1
-
10
of
1,520
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date (oldest first)
1
A survey on AI-based scheduling models, optimization and prediction for hydropower generation : variants, challenges, and future directions
Villeneuve, Yoan
;
Séguin, Sara
;
Chehri, Abdellah
-
2022
Persistent link: https://www.econbiz.de/10013502350
Saved in:
2
Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.
;
Vahid, Farshid
-
2003
Persistent link: https://www.econbiz.de/10001854503
Saved in:
3
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
Saved in:
4
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
5
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
Saved in:
6
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
7
NNPF : Neural Network Particle Filter for time series data
Peerlings, Dewi
;
Brakel, Jan A. van den
;
Baştürk, Nalan
-
2024
Persistent link: https://www.econbiz.de/10014524761
Saved in:
8
Effective crude oil prediction using CHS-EMD decomposition and PS-RNN model
Usha Ruby, A.
;
Chandran, J. George Chellin
;
Chaithanya, …
- In:
Computational economics
64
(
2024
)
2
,
pp. 1295-1314
Persistent link: https://www.econbiz.de/10015078090
Saved in:
9
CVaR (superquantile) norm : stochastic case
Mafusalov, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10011435796
Saved in:
10
Mortality data correction in the absence of monthly fertility records
Boumezoued, Alexandre
;
Elfassihi, Amal
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 486-508
Persistent link: https://www.econbiz.de/10012649244
Saved in:
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