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Stochastic process
Schätztheorie
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Phillips, Peter C. B.
18
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12
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10
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9
Christopeit, Norbert
8
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8
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8
Reiß, Markus
8
Takahashi, Akihiko
8
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8
Chan, Joshua
7
Iacus, Stefano Maria
7
Kristensen, Dennis
7
Lucas, André
7
Strachan, Rodney W.
7
Yu, Jun
7
Brandt, Michael W.
6
Hurn, Stan
6
Leon-Gonzalez, Roberto
6
Lieberman, Offer
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Park, Joon Y.
6
Sentana, Enrique
6
Tsionas, Efthymios G.
6
Asai, Manabu
5
Craig, Ben R.
5
Creal, Drew
5
Cui, Zhenyu
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Fičura, Milan
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Hurvich, Clifford M.
5
Härdle, Wolfgang
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Kanaya, Shin
5
León-González, Roberto
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Li, Jia
5
Rodriguez, Gabriel
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Rodney L. White Center for Financial Research
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State University of New York at Albany / Department of Economics
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Symposium on Operations Research <24, 1999, Magdeburg>
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Econometric theory
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Economics letters
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Insurance / Mathematics & economics
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The econometrics journal
8
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International journal of production research
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International journal of theoretical and applied finance
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Asia-Pacific financial markets
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Finance and stochastics
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Handbook of financial time series
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ECONIS (ZBW)
1,061
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1
Confidence regions for stochastic variational inequalities
Lu, Shu
;
Amarjit, Budhiraja
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 545-568
Persistent link: https://www.econbiz.de/10009787363
Saved in:
2
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
3
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
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4
Inferences from cross-sectional, stochastic frontier models
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
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5
Inference of the stochastic MAPK pathway by modified diffusion bridge method
Purutc̜uoğlu, Vilda
- In:
Central European journal of operations research : CEJOR …
21
(
2013
)
2
,
pp. 415-429
Persistent link: https://www.econbiz.de/10009723216
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6
Frequentist inference in weakley identified dynamic stochastic general equilibrium models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Quantitative economics : QE ; journal of the …
4
(
2013
)
2
,
pp. 197-229
Persistent link: https://www.econbiz.de/10010126204
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7
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
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8
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
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9
Asymptotic inference in continuous time semi-Markov processes
Akritas, Michael G.
;
Roussas, George G.
- In:
Scandinavian journal of statistics : SJS ; theory and …
7
(
1980
)
2
,
pp. 73-79
Persistent link: https://www.econbiz.de/10001813918
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10
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
-
1995
Persistent link: https://www.econbiz.de/10001512547
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