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~person:"Frühwirth-Schnatter, Sylvia"
~subject:"Estimation theory"
~subject:"Household survey"
~subject:"Multivariate analysis"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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Songsak Sriboonchitta
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Adaptive information systems and modelling in economics and management science
2
State space and unobserved component models : theory and applications
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ECONIS (ZBW)
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Efficient Bayesian parameter estimation
Frühwirth-Schnatter, Sylvia
- In:
State space and unobserved component models : theory …
,
(pp. 123-151)
.
2004
Persistent link: https://www.econbiz.de/10009719927
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2
Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 57-70)
.
2005
Persistent link: https://www.econbiz.de/10003319808
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3
Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
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