Narrow search
Showing 1 - 6 of 6
Cover Image
Monte Carlo smoothing for nonlinear time series
Godsill, Simon J.; Doucet, Arnaud; West, Mike - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 156-168
Persistent link: https://www.econbiz.de/10002029615
Cover Image
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud; Shephard, Neil G. - 2012
Persistent link: https://www.econbiz.de/10009579335
Cover Image
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud; Shephard, Neil G. - 2012
Persistent link: https://www.econbiz.de/10009579539
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012196752
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2020 - This version: September 2020
Persistent link: https://www.econbiz.de/10013355422