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~person:"Koopman, Siem Jan"
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Koopman, Siem Jan
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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ECONIS (ZBW)
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EconStor
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Optimal formulations for nonlinear autoregressive processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2014
theoretic optimality of the score driven nonlinear autoregressive process and the asymptotic
theory
for maximum likelihood …
Persistent link: https://www.econbiz.de/10010390075
Saved in:
2
Optimal Formulations for Nonlinear Autoregressive Processes
Blasques, Francisco
-
2014
theoretic optimality of the score driven nonlinear autoregressive process and the asymptotic
theory
for maximum likelihood …
Persistent link: https://www.econbiz.de/10013049359
Saved in:
3
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
4
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
5
Time series modelling of daily tax revenues
Koopman, Siem Jan
;
Ooms, Marius
-
2001
Persistent link: https://www.econbiz.de/10001569678
Saved in:
6
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
7
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
Saved in:
8
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
9
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10001362820
Saved in:
10
Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1992
Persistent link: https://www.econbiz.de/10000830094
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