Works about ESTIMATION theory
Results: 5000
New Hadamard-type estimations of cyclic Jensen functionals via Taylor's formula.
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- Journal of Inequalities & Applications, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13660-025-03271-0
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- Article
Adjustment of Truncation Effect in First Birth Interval Using Current Status Data Technique.
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- Journal of Biostatistics & Epidemiology, 2024, v. 10, n. 2, p. 192
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- Article
Existence and Asymptotic Estimates of the Maximal and Minimal Solutions for a Coupled Tempered Fractional Differential System with Different Orders.
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- Axioms (2075-1680), 2025, v. 14, n. 2, p. 92, doi. 10.3390/axioms14020092
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- Article
Probability, Statistics and Estimation.
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- Axioms (2075-1680), 2025, v. 14, n. 2, p. 82, doi. 10.3390/axioms14020082
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- Article
Vessel Trajectory Prediction Using Vessel Influence Long Short-Term Memory with Uncertainty Estimation.
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- Journal of Marine Science & Engineering, 2025, v. 13, n. 2, p. 353, doi. 10.3390/jmse13020353
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- Article
SA-Net: Leveraging Spatial Correlations Spatial-Aware Net for Multi-Perspective Robust Estimation Algorithm.
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- Algorithms, 2025, v. 18, n. 2, p. 65, doi. 10.3390/a18020065
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- Article
Estimating Agent Skill in Continuous Action Domains.
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- Journal of Artificial Intelligence Research, 2024, v. 80, p. 27, doi. 10.1613/jair.1.15326
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- Article
Best-First Enumeration Based on Bounding Conicts, and its Application to Large-scale Hybrid Estimation.
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- Journal of Artificial Intelligence Research, 2020, v. 67, p. 1, doi. 10.1613/jair.1.11892
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- Article
ESTIMATING PREVALENCE OF BREAST CANCER IN YEMEN, USING CAPTURE-RECAPTURE METHOD.
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- Malaysian Journal of Medical Sciences, 2008, p. 52
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- Article
ANALYZING INCOMPLETE CATEGORICAL DATA: A LOGISTIC REGRESSION APPROACH.
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- Malaysian Journal of Medical Sciences, 2007, v. 14, p. 29
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- Article
CORPORATE GOVERNANCE AND ADR EFFECTS ON EARNINGS QUALITY IN THE BRAZILIAN CAPITAL MARKETS.
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- Corporate Ownership & Control, 2009, v. 7, n. 1, p. 52
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- Article
Multiple Imputation for handling missing data in social research.
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- Social Research Update, 2014, n. 65, p. 1
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- Article
Comparison of 3 Measures of Physical Activity and Associations With Blood Pressure, HDL, and Body Composition in a Sample of Adolescents.
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- Journal of Physical Activity & Health, 2012, v. 9, n. 1, p. 78, doi. 10.1123/jpah.9.1.78
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- Article
Applied Mathematicians Bake the Best Brownies: The Ultimate Pan Design.
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- UMAP Journal, 2013, v. 34, n. 2/3, p. 115
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- Article
The Effects of Homicides and Suicides on the Population Longevity of the United States.
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- Journal of Traumatic Stress, 1990, v. 3, n. 2, p. 297, doi. 10.1002/jts.2490030210
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- Article
Estimating Optimal Decision Rules in the Presence of Model Parameter Uncertainty.
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- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 47, doi. 10.1093/jjfinec/nbs012
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- Article
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures.
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- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 76, doi. 10.1093/jjfinec/nbs016
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- Article
Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 519, doi. 10.1093/jjfinec/nbq027
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- Article
Portfolio Selection with Estimation Risk: A Test-Based Approach.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 164, doi. 10.1093/jjfinec/nbr008
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- Article
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 198, doi. 10.1093/jjfinec/nbr009
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- Article
Merits and Drawbacks of Variance Targeting in GARCH Models.
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- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 619, doi. 10.1093/jjfinec/nbr004
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- Article
Outlyingness Weighted Covariation.
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- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 657, doi. 10.1093/jjfinec/nbr003
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- Article
Backtesting Value-at-Risk: A GMM Duration-Based Test.
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- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 314, doi. 10.1093/jjfinec/nbq025
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- Article
Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise.
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- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 367, doi. 10.1093/jjfinec/nbq031
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- Article
Asymmetric Stochastic Conditional Duration Model—A Mixture-of-Normal Approach.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 469
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- Article
Robust Value at Risk Prediction.
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- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 281, doi. 10.1093/jjfinec/nbq035
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- Article
Robust Backtesting Tests for Value-at-risk Models.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 132, doi. 10.1093/jjfinec/nbq021
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- Article
The JFEC Invited Lecture at the 2009 SoFiE Conference.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 1, doi. 10.1093/jjfinec/nbq036
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- Article
GARCH Parameter Estimation Using High-Frequency Data.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 162, doi. 10.1093/jjfinec/nbq017
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- Article
Generalized Moment Tests for Autoregressive Conditional Duration Models.
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- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 345, doi. 10.1093/jjfinec/nbq016
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- Article
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution.
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- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 152, doi. 10.1093/jjfinec/nbn022
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- Article
Bias-Reduced Estimation of Long-Memory Stochastic Volatility.
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- Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 496, doi. 10.1093/jjfinec/nbn009
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- Article
Are There Structural Breaks in Realized Volatility?
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- Journal of Financial Econometrics, 2008, v. 6, n. 3, p. 326, doi. 10.1093/jjfinec/nbn006
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- Article
Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk.
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- Journal of Financial Econometrics, 2008, v. 6, n. 2, p. 253, doi. 10.1093/jjfinec/nbm022
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- Article
Estimating Value at Risk and Expected Shortfall Using Expectiles.
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- Journal of Financial Econometrics, 2008, v. 6, n. 2, p. 231, doi. 10.1093/jjfinc/nbn001
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- Article
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent.
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- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 591, doi. 10.1093/jjfinec/nbm011
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- Article
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis.
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- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 491, doi. 10.1093/jjfinec/nbm006
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- Article
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 390, doi. 10.1093/jjfinec/nbm009
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- Article
Integrated Covariance Estimation using High-Frequency Data in the Presence of Noise.
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- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 68, doi. 10.1093/jjflnec/nbl011
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- Article
Inferring Information Frequency and Quality.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 500, doi. 10.1093/jjfinec/nbi024
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- Article
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk.
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- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 37, doi. 10.1093/jjfinec/nbi001
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- Article
Desarrollo de prótesis externa de rodilla con mecanismo policéntrico.
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- Acta Ortopédica Mexicana, 2008, v. 22, n. 4, p. 247
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- Article
III. MISSING DATA: WHAT TO DO WITH OR WITHOUT THEM.
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- Monographs of the Society for Research in Child Development, 2006, v. 71, n. 3, p. 42, doi. 10.1111/j.1540-5834.2006.00404.x
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- Article
Business segment performance redux: a multilevel approach.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2006, v. 27, n. 1, p. 45, doi. 10.1002/smj.498
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- Article
STRATEGIC DETERMINANTS OF DECISIONS NOT TO SETTLE PATENT LITIGATION.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2003, v. 24, n. 1, p. 17, doi. 10.1002/smj.281
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- Article
Matching method to paradigm in strategy research: Limitations of cross-sectional analysis and some..
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 1999, v. 20, n. 7, p. 625, doi. 10.1002/(SICI)1097-0266(199907)20:7<625::AID-SMJ45>3.0.CO;2-V
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- Article
The Impact of Fixed Exchange Rates on Fiscal Discipline.
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- 2011
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- Case Study
WHY DO RATES OF β-CONVERGENCE DIFFER? A META-REGRESSION ANALYSIS.
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- Scottish Journal of Political Economy, 2006, v. 53, n. 2, p. 153, doi. 10.1111/j.1467-9485.2006.00374.x
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- Article
Estimating Quality-adjusted Price Changes: Method and Application to VCRs.
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- Scottish Journal of Political Economy, 2001, v. 48, n. 1, doi. 10.1111/1467-9485.00184
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- Article
SENSITIVITY OF WILLINGNESS TO PAY ESTIMATES TO THE LEVEL OF ATTRIBUTES IN DISCRETE CHOICE EXPERIMENTS.
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- Scottish Journal of Political Economy, 2000, v. 47, n. 5, p. 504, doi. 10.1111/1467-9485.00176
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- Article