Narrow search
Showing 1 - 10 of 49,436
Cover Image
Sequential Monte Carlo sampling for state space models
Wüthrich, Mario V. - In: Robustness in econometrics, (pp. 25-50). 2017
The aim of these notes is to revisit sequential Monte Carlo (SMC) sampling. SMC sampling is a powerful simulation tool for solving non-linear and/or non-Gaussian state space models. We illustrate this with several examples.
Persistent link: https://www.econbiz.de/10011800920
Cover Image
Macroeconomic nowcasting using Google probabilities
Koop, Gary; Onorante, Luca - 2019
Persistent link: https://www.econbiz.de/10012244142
Cover Image
Forecasting cash holding with cash deposit using time series approaches
Kobpongkit Navapan; Liu, Jianxu; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 501-510). 2017
Persistent link: https://www.econbiz.de/10011801810
Cover Image
Robustness analysis of naı̈ve Bayesian classifier-based collaborative filtering
Kaleli, Cihan; Polat, Huseyin - In: E-commerce and web technologies : 14th international …, (pp. 202-209). 2013
Persistent link: https://www.econbiz.de/10010233384
Cover Image
Particle filtering
Johannes, Michael; Polson, Nicholas G. - In: Handbook of financial time series, (pp. 1015-1029). 2009
Persistent link: https://www.econbiz.de/10003834288
Cover Image
A parametric approach for estimating core inflation and interpreting the inflation process
Apel, Mikael; Jansson, Per - In: Measures of underlying inflation and their role in the …, (pp. 1-22). 1999
Persistent link: https://www.econbiz.de/10001461753
Cover Image
State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric; Wang, Jeffrey; Koopman, Siem Jan - In: State space and unobserved component models : theory …, (pp. 284-335). 2004
Persistent link: https://www.econbiz.de/10009719920
Cover Image
Resampling in state space models
Stoffer, David S.; Wall, Kent D. - In: State space and unobserved component models : theory …, (pp. 171-202). 2004
Persistent link: https://www.econbiz.de/10009719925
Cover Image
An introduction to particle filters
Maskell, Simon - In: State space and unobserved component models : theory …, (pp. 40-71). 2004
Persistent link: https://www.econbiz.de/10009719931
Cover Image
Forecasting with unobserved components time series models
Harvey, Andrew C. - 2006
Persistent link: https://www.econbiz.de/10003338431