Narrow search
Showing 11 - 20 of 75
Cover Image
Analytical score function for irregularly sampled continuous time stochastic processes with control variables and missing values
Singer, Hermann - In: Econometric theory 11 (1995) 4, pp. 721-735
Persistent link: https://www.econbiz.de/10001192728
Cover Image
Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann - 1999
Persistent link: https://www.econbiz.de/10001362446
Cover Image
Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
Singer, Hermann - 2016
Persistent link: https://www.econbiz.de/10011569084
Cover Image
Maximum likelihood estimation of continuous-discrete state-space models : Langevin path sampling vs. numerical integration
Singer, Hermann - 2016
Persistent link: https://www.econbiz.de/10011569146
Cover Image
Formative and reflective measurement models
Singer, Hermann - 2017
Persistent link: https://www.econbiz.de/10011655513
Cover Image
Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann - 2019
Persistent link: https://www.econbiz.de/10012149431
Cover Image
Langevin and Kalman importance sampling for nonlinear continuous-discrete state space models
Singer, Hermann - 2017
Persistent link: https://www.econbiz.de/10011619759
Cover Image
A concise proof of Gaussian smoothing
Singer, Hermann - 2018
Persistent link: https://www.econbiz.de/10011957389
Cover Image
Generalized Gauss-Hermite filtering
Singer, Hermann - 2006
Persistent link: https://www.econbiz.de/10013409314