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~person:"Borowska, Agnieszka"
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Search: subject:"Importance Sampling"
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Borowska, Agnieszka
Koopman, Siem Jan
68
Hoogerheide, Lennart
46
Dijk, Herman K. van
32
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23
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1
Bayesian Risk Forecasting for Long Horizons
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
risk. The key insight behind our
importance
sampling
based approach is the sequential construction of marginal and …
Persistent link: https://www.econbiz.de/10012114771
Saved in:
2
Partially Censored Posterior for Robust and Efficient Risk Evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
method to simulate model parameters from the Partially Censored Posterior, and PCP-QERMit, an
Importance
Sampling
method that …
Persistent link: https://www.econbiz.de/10012114810
Saved in:
3
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
method to simulate model parameters from the Partially Censored Posterior, and PCP-QERMit, an
Importance
Sampling
method that …
Persistent link: https://www.econbiz.de/10012661544
Saved in:
4
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
simulate model parameters from the Partially Censored Posterior, and PCP-QERMit, an
Importance
Sampling
method that is …
Persistent link: https://www.econbiz.de/10012214294
Saved in:
5
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
6
Bayesian risk forecasting for long horizons
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
risk. The key insight behind our
importance
sampling
based approach is the sequential construction of marginal and …
Persistent link: https://www.econbiz.de/10011979983
Saved in:
7
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
simulate model parameters from the Partially Censored Posterior, and PCP-QERMit, an
Importance
Sampling
method that is …
Persistent link: https://www.econbiz.de/10012057160
Saved in:
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