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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Langevin and Kalman importance sampling for nonlinear continuous-discrete state space models
Singer, Hermann
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2017
Persistent link: https://www.econbiz.de/10011619759
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2
Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
Singer, Hermann
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2016
Persistent link: https://www.econbiz.de/10011569084
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3
Maximum likelihood estimation of continuous-discrete state-space models : Langevin path sampling vs. numerical integration
Singer, Hermann
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2016
Persistent link: https://www.econbiz.de/10011569146
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
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2019
Persistent link: https://www.econbiz.de/10012149431
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A concise proof of Gaussian smoothing
Singer, Hermann
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2018
Persistent link: https://www.econbiz.de/10011957389
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6
GLS estimation
Singer, Hermann
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2015
Persistent link: https://www.econbiz.de/10011380480
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7
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
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2008
Persistent link: https://www.econbiz.de/10003795449
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8
Continuous-discrete unscented Kalman filtering
Singer, Hermann
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2006
Persistent link: https://www.econbiz.de/10003302654
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9
Formative and reflective measurement models
Singer, Hermann
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2017
Persistent link: https://www.econbiz.de/10011655513
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10
Generalized Gauss-Hermite filtering
Singer, Hermann
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2006
Persistent link: https://www.econbiz.de/10013409314
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