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Particle Markov chain Monte Carlo Techniques of unobserved component time series models using Ox
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782694
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Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782698
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Time-consistency problem and the behavior of US inflation from 1970 to 2008
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782705
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A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782709
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Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
Persistent link: https://www.econbiz.de/10010339076