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Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models
Barra, Istvan; Hoogerheide, Lennart; Koopman, Siem Jan; … - 2013
Persistent link: https://www.econbiz.de/10010191411
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
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The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.; Koopman, Siem Jan; Riani, Marco - 1995
Persistent link: https://www.econbiz.de/10000906280
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Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000953379
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den; Koopman, Siem Jan - 1997
Persistent link: https://www.econbiz.de/10000961559
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1998
Persistent link: https://www.econbiz.de/10000984963
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Diagnostic checking of unobserved components : time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1992
Persistent link: https://www.econbiz.de/10000830094