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A friendly guide to wavelets
Kaiser, Gerald - 1994
Persistent link: https://www.econbiz.de/10000424575
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A Monte Carlo method for filtering a marked doubly stochastic Poisson process
Varini, Elisa - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10003715412
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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Asymptotic normality of frequency polygons for random fields
Carbon, Michel - 2008
Persistent link: https://www.econbiz.de/10003755840
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Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
Persistent link: https://www.econbiz.de/10003645197
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An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - 2008
Persistent link: https://www.econbiz.de/10003645204
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Short-term forecasting of GDP using large datasets : a pseudo real-time forecast evaluation exercise
Barhoumi, K.; Cristadoro, R.; Jakaitiene, A.; Jelonek, P.; … - 2007
Persistent link: https://www.econbiz.de/10003646117
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Modelling & controlling monetary and economic identities with constrained state space models
Pandher, Gurupdesh S. - In: International statistical review : a journal of the … 75 (2007) 2, pp. 150-169
Persistent link: https://www.econbiz.de/10003648844
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A Kalman filter approach to the theory of expectations
Zehnwirth, Benjamin; Giles, David E. A. - 1985
Persistent link: https://www.econbiz.de/10003652426