Similar Search Results - EconBiz

State space mixed models for longitudinal obsservations with binary and binomial responses

Czado, Claudia (contributor); Song, Peter X.-K. (contributor) - 2006

We propose a new class of state space models for longitudinal discrete response data where the observation equation is specified in an additive form involving both deterministic and random linear predictors. These models allow us to explicitly address the effects of trend, seasonal or other...

Persistent link: https://www.econbiz.de/10003421296

Parameter estimation for stock models with non-constant volatility using Markov chain Monte Carlo methods

Hahn, Markus; Putschögl, Wolfgang; Sass, Jörn - In: Operations research proceedings 2006 : selected papers …, (pp. 227-232). 2007

Persistent link: https://www.econbiz.de/10003470697

Markov-switiching model selection using Kullback-Leibler divergence

Smith, Aaron D.; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-577

Persistent link: https://www.econbiz.de/10003374342

Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility

Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 134 (2006) 2, pp. 605-644

Persistent link: https://www.econbiz.de/10003374347

Investigating heterogeneity in pneumococcal transmission : a Bayesian MCMC approach applied to a follow-up of schools

Cauchemez, Simon (contributor) - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 946-958

Persistent link: https://www.econbiz.de/10003375734

Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation

Guha, Subharup; MacEachern, Steven N. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1175-1184

Persistent link: https://www.econbiz.de/10003375956

The effect of market regimes on style allocation

Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2006

Persistent link: https://www.econbiz.de/10003376067

Testing conditional asset pricing models using a Markov Chain Monte Carlo approach

Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2006

Persistent link: https://www.econbiz.de/10003376068

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form

Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; … - 2009

Persistent link: https://www.econbiz.de/10003908068

Estimating models based on Markov jump processes given fragmented observation series

Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 4, pp. 403-425

Persistent link: https://www.econbiz.de/10003910570

A service of the