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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000995914
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Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James; Koopman, Siem Jan - 1998
Persistent link: https://www.econbiz.de/10000998337
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew; Koopman, Siem Jan - 1999
Persistent link: https://www.econbiz.de/10001377167
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
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Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo; Spokojnyj, Vladimir G. - 2002
Persistent link: https://www.econbiz.de/10001697768
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590