//--> //--> //-->
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
~person:"Chan, Joshua"
~subject:"reparameterization"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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:"Kalman filter"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
reparameterization
State space model
16
Zustandsraummodell
16
Estimation
12
Schätzung
12
Stochastic process
9
Stochastischer Prozess
9
Bayes-Statistik
8
Bayesian inference
8
Time series analysis
8
Volatility
8
Volatilität
8
Zeitreihenanalyse
8
Theorie
6
Theory
6
Bayesian model comparison
5
USA
5
United States
5
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Co-heteroscedasticity
3
Estimation theory
3
Flexible Parametric Model
3
Forecasting model
3
Gibbs Sampling
3
Inflation
3
Inflation rate
3
Inflationsrate
3
Markov Chain Monte Carlo
3
Multivariate Analyse
3
Multivariate analysis
3
Particle Filter
3
Prognoseverfahren
3
Schätztheorie
3
VAR model
3
VAR-Modell
3
alternating-order
3
state space
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Non-commercial literature
Rezension
Graue Literatur
3
Working Paper
2
Language
All
English
3
Author
All
Chan, Joshua
Doucet, Arnaud
3
León-González, Roberto
3
Strachan, Rodney W.
3
Published in...
All
GRIPS discussion papers
2
CAMA working paper series
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->