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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Koopman, Siem Jan"
~person:"Phillips, Peter C. B."
~subject:"Volatility"
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Koopman, Siem Jan
Phillips, Peter C. B.
Einmahl, John H. J.
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Discussion paper / Center for Economic Research, Tilburg University
Cowles Foundation discussion paper
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Discussion paper / Tinbergen Institute
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A history of market performance : from ancient Babylonia to the modern world
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
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Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
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