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Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - 2003
Persistent link: https://www.econbiz.de/10001854495
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Risk quantification and management in water production and supply systems
Enzenhöfer, Rainer - 2014
Persistent link: https://www.econbiz.de/10010350111
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Hierarchical Bayes statistical analyses for a calibration experiment
Landes, Reid; Loutzenhiser, Peter; Vardeman, Stephen - 2004
Persistent link: https://www.econbiz.de/10001982666
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Penalized additive regression for space-time data : a Bayesian perspective
Fahrmeir, Ludwig; Kneib, Thomas; Lang, Stefan - 2003
Persistent link: https://www.econbiz.de/10001743504
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BayesX - software for Bayesian inference based on Markov Chain Monte Carlo simulation techniques : version 0.5
Lang, Stefan; Brezger, Andreas - 2000
Persistent link: https://www.econbiz.de/10001743606
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Dynamic Bayesian networks for classification of business cycles
Sondhauss, Ursula; Weihs, Claus - 1999
Persistent link: https://www.econbiz.de/10001367772
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A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan - Sonderforschungsbereich Statistical Modelling of … - 2020
Persistent link: https://www.econbiz.de/10012592510
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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
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A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
Evstigneev, Igor V.; Schürger, Klaus - 1993 - (Final version)
Persistent link: https://www.econbiz.de/10000412432