//--> //--> //--> //-->
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:"Stochastischer Prozess"
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
Diagnostic testing and exact m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Schätztheorie
35,762
Estimation theory
35,137
Theorie
13,244
Theory
12,809
Ökonometrie
7,916
Zeitreihenanalyse
6,280
Time series analysis
6,150
Schätzung
6,004
Estimation
5,905
Econometrics
5,234
Regressionsanalyse
4,209
Regression analysis
4,165
Nichtparametrisches Verfahren
3,395
Nonparametric statistics
3,308
Maximum likelihood estimation
2,248
Prognoseverfahren
2,144
Maximum-Likelihood-Schätzung
2,142
Forecasting model
2,111
USA
2,101
Panel
2,042
Panel study
1,992
United States
1,981
Statistischer Test
1,767
Statistical test
1,727
Volatilität
1,644
Volatility
1,617
Statistische Verteilung
1,543
Statistical distribution
1,513
Bayes-Statistik
1,368
Bayesian inference
1,353
Simulation
1,174
Stochastic process
1,162
Monte-Carlo-Simulation
1,155
Sampling
1,143
Stichprobenerhebung
1,142
Monte Carlo simulation
1,141
Kointegration
1,136
Statistische Methodenlehre
1,125
ARCH-Modell
1,123
more ...
less ...
Online availability
All
Free
456
Undetermined
297
Type of publication
All
Book / Working Paper
596
Article
594
Type of publication (narrower categories)
All
Article in journal
551
Aufsatz in Zeitschrift
551
Working Paper
310
Arbeitspapier
294
Graue Literatur
290
Non-commercial literature
290
Aufsatz im Buch
37
Book section
37
Hochschulschrift
27
Thesis
22
Collection of articles of several authors
11
Sammelwerk
11
Collection of articles written by one author
8
Lehrbuch
8
Sammlung
8
Textbook
7
Aufsatzsammlung
4
Bibliografie enthalten
4
Bibliography included
4
Amtsdruckschrift
3
Conference paper
3
Conference proceedings
3
Dissertation u.a. Prüfungsschriften
3
Forschungsbericht
3
Government document
3
Konferenzbeitrag
3
Konferenzschrift
3
Handbook
2
Handbuch
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie
1
Bibliography
1
Biografie
1
Biography
1
Einführung
1
Festschrift
1
more ...
less ...
Language
All
English
1,164
German
23
Undetermined
3
French
1
Polish
1
Author
All
Koopman, Siem Jan
26
Phillips, Peter C. B.
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
Reiß, Markus
9
Christopeit, Norbert
8
Massmann, Michael
8
Spokojnyj, Vladimir G.
8
Strachan, Rodney W.
8
Takahashi, Akihiko
8
Kristensen, Dennis
7
Scharth, Marcel
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
Craig, Ben R.
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
Cui, Zhenyu
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
National Bureau of Economic Research
5
Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Nuffield College
1
Rodney L. White Center for Financial Research
1
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
more ...
less ...
Published in...
All
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
SFB 649 Discussion Paper
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
5
Handbook of financial time series
5
International journal of financial engineering
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,168
EconStor
16
USB Cologne (EcoSocSci)
6
Showing
1
-
10
of
1,190
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
2
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
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...
//-->