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A wavelet approach to multiple cointegration testing
Fernández Macho, Francisco Javier
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2013
Persistent link: https://www.econbiz.de/10009769036
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Martingale unobserved component models
Shephard, Neil G.
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2013
Persistent link: https://www.econbiz.de/10009732804
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Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas
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Shephard, Neil G.
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2009
Persistent link: https://www.econbiz.de/10003942746
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