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Continuous panel models with time dependent parameters
Singer, Hermann - 1996
Persistent link: https://www.econbiz.de/10000953148
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ML estimation of nonlinear stochastic differential equations : Fokker-Planck vs extended Kalman filter
Singer, Hermann - 1996
Persistent link: https://www.econbiz.de/10000953151
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Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann - 1999
Persistent link: https://www.econbiz.de/10001362446
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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
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Langevin and Kalman importance sampling for nonlinear continuous-discrete state space models
Singer, Hermann - 2017
Persistent link: https://www.econbiz.de/10011619759
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Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
Singer, Hermann - 2016
Persistent link: https://www.econbiz.de/10011569084
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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
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann - 2019
Persistent link: https://www.econbiz.de/10012149431
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A concise proof of Gaussian smoothing
Singer, Hermann - 2018
Persistent link: https://www.econbiz.de/10011957389
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SEM modeling with singular moment matrices
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10011380479