Narrow search
Showing 81 - 90 of 111
Cover Image
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - 2011
Persistent link: https://www.econbiz.de/10009720782
Cover Image
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2012
Persistent link: https://www.econbiz.de/10009722625
Cover Image
Fast efficient importance sampling by state space methods
Koopman, Siem Jan; Nguyen, Thuy Minh - 2012
Persistent link: https://www.econbiz.de/10009722707
Cover Image
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641950
Cover Image
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.; Florax, Raymond J. G. M.; Groot, Henri … - 2007
Persistent link: https://www.econbiz.de/10003644178
Cover Image
Agglomeration, innovation and regional development : theoretical perspectives and meta-analysis
Groot, Henri L. F. de; Poot, Jacques; Smit, Martijn J. - 2007
Persistent link: https://www.econbiz.de/10003644208
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
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
Cover Image
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739803