Model-based measurement of latent risk in time series with applications
Year of publication: |
2005
|
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Authors: | Bijleveld, Frits ; Commandeur, Jacques Jean François ; Gould, Phillip ; Koopman, Siem Jan |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | Actuarial statistics | Dynamic factor analysis | Kalman filter | Maximum likelihood | Road casualties | State space model | Unobserved components | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | Faktorenanalyse | Factor analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | Online-Ressource (29 S.) graph. Darst. |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2005,118 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/86521 [Handle] |
Classification: | C32 - Time-Series Models ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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Model-based Measurement of Latent Risk in Time Series with Applications
Bijleveld, Frits, (2005)
-
Model-based Measurement of Latent Risk in Time Series with Applications
Bijleveld, Frits, (2005)
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Model-based Measurement of Latent Risk in Time Series with Applications
Bijleveld, Frits, (2005)
- More ...
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Model-based Measurement of Latent Risk in Time Series with Applications
Bijleveld, Frits, (2005)
-
Model-based measurement of latent risk in time series with applications
Bijleveld, Frits, (2005)
-
Model-Based Measurement of Latent Risk in Time Series with Applications
Bijleveld, Frits, (2006)
- More ...