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~person:"Shephard, Neil G."
~subject:"Bayes-Statistik"
~subject:"EM algorithm"
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Bayes-Statistik
EM algorithm
State space model
16
Zustandsraummodell
16
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11
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11
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10
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10
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5
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Shephard, Neil G.
Koop, Gary
18
Chan, Joshua
15
Schorfheide, Frank
13
Koopman, Siem Jan
12
Martin, Gael M.
12
Dijk, Herman K. van
11
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9
Forbes, Catherine Scipione
8
Potter, Simon M.
7
Chan, Joshua C. C.
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
Bos, Charles S.
4
Casarin, Roberto
4
Chib, Siddhartha
4
Frazier, David T.
4
Hoogerheide, Lennart
4
Jungbacker, Borus
4
Kohn, Robert
4
Nason, James Michael
4
Peters, Gareth
4
Reichmuth, Wolfgang H.
4
Tsay, Ruey S.
4
Tóth, Máté
4
Uzeda, Luis
4
Barra, István
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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ECONIS (ZBW)
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1
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
2
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:
3
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:
4
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:
5
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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