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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Bayesian inference
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55
Bayes-Statistik
43
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8
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Multivariate Verteilung
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Kohn, Robert
7
Peters, Gareth
3
Gunawan, David
2
Kirby, Chris
2
Peters, Gareth W.
2
Scharth, Marcel
2
Shevchenko, Pavel V.
2
Ames, Matthew
1
Bagnarosa, Guillaume
1
Chan, David
1
Chan, David X.
1
Chan, Jennifer So Kuen
1
Fung, Man Chung
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Gao, Suikai
1
Hall, Jamie
1
Matsui, Tomoko
1
Minh-Ngoc Tran
1
Nott, David
1
Panayi, Efstathios
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Pitt, Michael K.
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Trong-Nghia Nguyen
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Journal of econometrics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Econometric reviews
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Insurance / Mathematics & economics
1
International journal of financial engineering
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International journal of forecasting
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ECONIS (ZBW)
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Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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2
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
3
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
4
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
5
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
6
Stochastic simulation framework for the limit order book using liquidity-motivated agents
Panayi, Efstathios
;
Peters, Gareth W.
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011333470
Saved in:
7
Analytic loss distributional approach models for operational risk from the image-stable doubly stochastic compound processes and implications for capital allocation
Peters, Gareth W.
;
Shevchenko, Pavel V.
;
Young, Mark
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10009404668
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8
A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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9
A dynamic stochastic integrated climate-conomic spatiotemporal model for agricultural insurance products
Gao, Suikai
;
Bagnarosa, Guillaume
;
Peters, Gareth
; …
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
1
,
pp. 27-6
Persistent link: https://www.econbiz.de/10014513807
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10
Model risk in mortality-linked contingent claims pricing
Peters, Gareth
;
Yan, Hongxuan
;
Chan, Jennifer So Kuen
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 1-53
Persistent link: https://www.econbiz.de/10014540592
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