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Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
Persistent link: https://www.econbiz.de/10003645197
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Series expansions for finite-state Markov chains
Heidergott, Bernd; Hordijk, Arie; Uitert, Maria Johanna … - 2005
Persistent link: https://www.econbiz.de/10003155798
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The cross-entopy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar; Ridder, Ad - 2009
Persistent link: https://www.econbiz.de/10003888073
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Finite-state Markov chains obey Benford's law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - 2010
Persistent link: https://www.econbiz.de/10003973371
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On the optimality of regularity in mixing Markovian decision rules for MDP control
Laan, Dinard van der - 2010
Persistent link: https://www.econbiz.de/10003974003
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Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de; Yuan, Ao - 2010
Persistent link: https://www.econbiz.de/10003974011
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An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052
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Modeling and estimation of synchronization in multistate Markov-switching models
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008809882
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Modeling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Vaart, Aad W. van der; Lucas, André - 2006
Persistent link: https://www.econbiz.de/10003392203