Narrow search
Showing 81 - 90 of 105
Cover Image
A forty year assessment of forecasting the boat race
Mesters, Geert; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722947
Cover Image
Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10009722969
Cover Image
The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation
Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - 2012
Persistent link: https://www.econbiz.de/10009722972
Cover Image
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.; Koopman, Siem Jan - 2010
Persistent link: https://www.econbiz.de/10003973299
Cover Image
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2010
Persistent link: https://www.econbiz.de/10003973316
Cover Image
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
Persistent link: https://www.econbiz.de/10003645197
Cover Image
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - 2008
Persistent link: https://www.econbiz.de/10003645204
Cover Image
Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan; Lee, Kai Ming - 2008
Persistent link: https://www.econbiz.de/10003706010
Cover Image
Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.; Koopman, Siem Jan; Vos, Aart F. de - 2008
Persistent link: https://www.econbiz.de/10003706020