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~subject:"State space model"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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State space model
Theory
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Zeitreihenanalyse
31
Theorie
23
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9
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9
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English
34
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Harvey, Andrew C.
32
Busetti, Fabio
5
Koopman, Siem Jan
4
Caivano, Michele
3
Carvalho, Vasco M.
3
Dijk, Herman K. van
2
Trimbur, Thomas M.
2
Andrès, Philippe
1
Chakravarty, Tirthankar
1
Harvey, Andrew
1
Harvey, Andrew S.
1
Ito, Ryoko
1
Luati, Alessandra
1
Nyblom, Jukka
1
Penzer, Jeremy
1
Pereira, Pedro L. Valls
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Proietti, Tommaso
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Rossi, Giuliano De
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5
Conference State Space and Unobserved Component Models <2002, Amsterdam>
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16
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3
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3
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
2
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
3
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
4
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
6
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010495720
Saved in:
7
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010414267
Saved in:
8
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
9
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
Saved in:
10
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
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