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person:"Robert, Christian P."
~person:"Kohn, Robert"
~person:"Kolkiewicz, Adam W."
~person:"Martin, Gael M."
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Monte-Carlo-Methode"
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Stochastischer Prozess
Monte Carlo simulation
46
Monte-Carlo-Simulation
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Markov-Kette
34
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Bayesian inference
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Robert, Christian P.
Kohn, Robert
Kolkiewicz, Adam W.
Martin, Gael M.
Koopman, Siem Jan
25
Liesenfeld, Roman
8
Scharth, Marcel
8
Bos, Charles S.
7
Forbes, Catherine Scipione
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Kleijnen, Jack P. C.
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Mertens, Elmar
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Chiarella, Carl
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Maneesoonthorn, Worapree
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Richard, Jean-François
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Asai, Manabu
5
León-González, Roberto
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Lucas, André
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Omori, Yasuhiro
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Ooms, Marius
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Platen, Eckhard
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Rodrigues, Paulo Jorge Maurício
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Seeger, Norman
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Wirjanto, Tony S.
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Zhang, Xibin
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Beers, Wim C. M. van
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Chan, Joshua
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Dimitrakopoulos, Stefanos
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Dufour, Jean-Marie
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Grzelak, Lech A.
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Hautsch, Nikolaus
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Ignatieva, Ekaterina
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Jensen, Mark J.
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Kang, Boda
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Kim, Dongwoo
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McAleer, Michael
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Men, Zhongxian
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Nason, James Michael
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Oosterlee, Cornelis Willebrordus
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Rodriguez, Gabriel
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Shevchenko, Pavel V.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of risk and financial management : JRFM
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Annals of financial economics
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Journal of applied econometrics
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ECONIS (ZBW)
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A multiscale stochastic conditional duration model
Men, Zhongxian
;
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686872
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12
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
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13
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
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