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Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models
Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2013
Persistent link: https://www.econbiz.de/10010191411
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Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius - 2007
Persistent link: https://www.econbiz.de/10003645182
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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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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
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The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - 2008
Persistent link: https://www.econbiz.de/10003739126
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A general framework for observation driven time-varying parameter models
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003787160
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Periodic seasonal Reg-AFRIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan; Ooms, Marius; Carnero, M. Angeles - 2005
Persistent link: https://www.econbiz.de/10003155845
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Forecasting daily time series using periodic unobserved components time series models
Koopman, Siem Jan; Ooms, Marius - 2004
Persistent link: https://www.econbiz.de/10002503685
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A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan; Lucas, André; Daniels, Robert J. - 2005
Persistent link: https://www.econbiz.de/10003321902
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Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan; Wong, Soon Yip - 2008
Persistent link: https://www.econbiz.de/10003811428