//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Koopman, Siem Jan"
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Estimation theory
Control variables
1
Efficient importance sampling
1
Kalman filter
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Numerical integration
1
Sampling
1
Schätztheorie
1
Simulated maximum likelihood
1
Simulation
1
Simulation smoothing
1
State space model
1
Stichprobenerhebung
1
Stochastic process
1
Stochastic volatility model
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Koopman, Siem Jan
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
Caner, Mehmet
4
Ghysels, Eric
4
Gospodinov, Nikolaj
4
Hansen, Bruce E.
4
Härdle, Wolfgang
4
Ichimura, Hidehiko
4
Li, Dong
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Zhang, Xinyu
4
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
3
Cheung, Yin-Wong
3
Fan, Jianqing
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hall, Alastair R.
3
Han, Xu
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Li, Deyuan
3
Lieli, Robert P.
3
Lucas, André
3
Lütkepohl, Helmut
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
31
Journal of econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Advances in econometrics
2
Econometric reviews
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Tinbergen Institute Discussion Paper 15-138/III
2
A history of market performance : from ancient Babylonia to the modern world
1
Discussion paper series / LSE Financial Markets Group
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBP working paper
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tinbergen Discussion Paper
1
Tinbergen Institute 14-010/IV/71
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-029/III
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 15-131/III, 2015
1
Tinbergen Institute Discussion Paper 16-082/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-056/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->