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~person:"Shephard, Neil G."
~person:"Tsay, Ruey S."
~subject:"Bayes-Statistik"
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Search: subject_exact:"Zustandsraummodell"
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Bayes-Statistik
State space model
20
Zustandsraummodell
20
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13
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Theorie
12
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Shephard, Neil G.
Tsay, Ruey S.
Koop, Gary
18
Chan, Joshua
15
Schorfheide, Frank
13
Martin, Gael M.
12
Dijk, Herman K. van
11
Maneesoonthorn, Worapree
9
Forbes, Catherine Scipione
8
Koopman, Siem Jan
8
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7
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6
Nakajima, Jouchi
6
Poon, Aubrey
6
Aruoba, S. Borağan
5
Cuba-Borda, Pablo
5
Grant, Angelia L.
5
Grassi, Stefano
5
Higa-Flores, Kenji
5
Pozzi, Lorenzo
5
Ravazzolo, Francesco
5
Sarferaz, Samad
5
Song, Dongho
5
Villalvazo, Sergio
5
Yaron, Amir
5
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4
Casarin, Roberto
4
Chib, Siddhartha
4
Frazier, David T.
4
Hoogerheide, Lennart
4
Kohn, Robert
4
Nason, James Michael
4
Peters, Gareth
4
Reichmuth, Wolfgang H.
4
Tóth, Máté
4
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4
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3
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3
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3
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Nuffield College
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Journal of econometrics
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ECONIS (ZBW)
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1
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
2
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
-
2014
Persistent link: https://www.econbiz.de/10010440167
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
5
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
6
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
7
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
8
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
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