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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Schätztheorie
35,688
Estimation theory
35,063
Zeitreihenanalyse
29,558
Time series analysis
28,473
Theorie
23,434
Theory
22,759
Statistik
19,758
Schätzung
10,298
Estimation
10,095
Prognoseverfahren
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Applied statistics
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USA
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United States
4,724
Regressionsanalyse
4,613
Statistische Methodenlehre
4,590
Statistical theory
4,579
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4,557
Volatilität
4,195
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4,110
Nichtparametrisches Verfahren
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3,938
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3,836
Kointegration
2,835
Cointegration
2,785
Statistischer Test
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Börsenkurs
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Share price
2,454
ARCH-Modell
2,447
Statistical test
2,433
Germany
2,430
ARCH model
2,406
Kapitaleinkommen
2,380
Capital income
2,373
Panel
2,358
Panel study
2,272
Konjunktur
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Bayes-Statistik
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2,158
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Free
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2,157
German
49
French
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Phillips, Peter C. B.
48
Koopman, Siem Jan
42
McAleer, Michael
27
Gao, Jiti
26
Gil-Alaña, Luis A.
26
Chan, Joshua
22
Todorov, Viktor
19
Bos, Charles S.
18
Caporale, Guglielmo Maria
17
Tauchen, George Eugene
17
Asai, Manabu
16
Yu, Jun
16
Lucas, André
15
Blasques, Francisco
14
Härdle, Wolfgang
13
Küchler, Uwe
13
Marcellino, Massimiliano
12
Hafner, Christian M.
11
Kilian, Lutz
11
Lieberman, Offer
11
Park, Joon Y.
11
Taylor, Robert
11
Lux, Thomas
10
Reiß, Markus
10
Rodriguez, Gabriel
10
Shephard, Neil G.
10
Strachan, Rodney W.
10
Zhang, Bo
10
Benth, Fred Espen
9
Clark, Todd E.
9
Creal, Drew
9
Gonçalves, Sílvia
9
Harvey, Andrew C.
9
Platen, Eckhard
9
Spokojnyj, Vladimir G.
9
Carriero, Andrea
8
Christopeit, Norbert
8
Cross, Jamie
8
Dong, Chaohua
8
Massmann, Michael
8
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
National Bureau of Economic Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Centre for Analytical Finance <Århus>
2
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Cowles Commission for Research in Economics
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
International Statistical Institute
1
London School of Economics and Political Science
1
Nuffield College
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
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 California Davis / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
University of Strathclyde / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
105
Discussion paper / Tinbergen Institute
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric reviews
39
Econometric theory
31
Economics letters
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Economic modelling
23
European journal of operational research : EJOR
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
CREATES research paper
20
Computational economics
20
Cowles Foundation discussion paper
20
Discussion papers of interdisciplinary research project 373
20
Journal of empirical finance
19
Working paper
19
International journal of forecasting
16
Quantitative finance
16
SFB 649 discussion paper
15
The econometrics journal
15
CAMA working paper series
14
Mathematics of operations research
14
Tinbergen Institute Discussion Paper
14
Econometrics : open access journal
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
12
Journal of banking & finance
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Applied economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Insurance / Mathematics & economics
11
Journal of economic dynamics & control
11
Journal of financial econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Operations research
11
Energy economics
10
SFB 649 Discussion Paper
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
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ECONIS (ZBW)
2,162
EconStor
44
USB Cologne (EcoSocSci)
9
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1
On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
1998
Persistent link: https://www.econbiz.de/10000998119
Saved in:
2
Delay estimation for some stationary diffusion-type processes
Küchler, Uwe
;
Kutoyants, Yu. A.
-
1998
Persistent link: https://www.econbiz.de/10000992277
Saved in:
3
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
4
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
5
The decomposition of economic time series : a deterministic and stochastic approach
Pauly, Ralf
;
Schlicht, Ekkehart
-
1982
Persistent link: https://www.econbiz.de/10000072809
Saved in:
6
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
Saved in:
7
Using standardized time series to estimate confidence intervals for the difference between two stationary stochastic processes
Chen, Bor-Chung
;
Sargent, Robert G.
- In:
Operations research
35
(
1987
)
3
,
pp. 428-436
Persistent link: https://www.econbiz.de/10003513007
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
An exact discrete analog of an open linear nonstationary first-order continuous-time system with mixed sampe
Agbeyegbe, Terence D.
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 237-250
Persistent link: https://www.econbiz.de/10003465283
Saved in:
10
Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the KLEM translog production model
Tsurumi, Hiroki
;
Wago, Hajime
;
Ilmakunnas, Pekka
-
1985
Persistent link: https://www.econbiz.de/10000045049
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