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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"State space and unobserved component models : theory and applications"
~subject:"Stochastischer Prozess"
~type_genre:"Amtsdruckschrift"
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Time series analysis
Stochastischer Prozess
Theorie
7
Theory
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Zeitreihenanalyse
5
State space model
4
Zustandsraummodell
4
Statistical test
2
Statistischer Test
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Business cycle
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Estimation theory
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Genetic engineering
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Aufsatz im Buch
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Harvey, Andrew C.
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Koopman, Siem Jan
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Maskell, Simon
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Müller, Peter
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Polson, Nicholas G.
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Stoffer, David S.
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Stroud, Jonathan R.
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Wall, Kent D.
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State space and unobserved component models : theory and applications
Série des documents de travail / Centre de Recherche en Économie et Statistique
62
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Advanced mathematical methods for finance
13
Handbook of financial time series
12
Contemporary quantitative finance : essays in honour of Eckhard Platen
10
Long memory in economics : with 50 tables
10
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
10
Analyse saisonaler Zeitreihen
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Stochastic optimization: theory and applications
8
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
7
Mathematical control theory and finance
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
6
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Handbook of heavy tailed distributions in finance
6
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
6
Applied quantitative finance
5
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Coping with uncertainty : modeling and policy issues
5
Econometric analysis of financial and economic time series ; part B
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
5
Handbook of econometrics ; Vol. 2
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Optimization under uncertainty ; Vol. 1
5
Progress in financial markets research
5
Reliability and quality management in stochastic systems
5
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997
5
The Oxford handbook of economic forecasting
5
Bioenvironmental and public health statistics
4
Computational methods in financial engineering : essays in honour of Manfred Gilli
4
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
4
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
4
Innovative Modellierung und Optimierung von Energiesystemen
4
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State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric
;
Wang, Jeffrey
;
Koopman, Siem Jan
- In:
State space and unobserved component models : theory …
,
(pp. 284-335)
.
2004
Persistent link: https://www.econbiz.de/10009719920
Saved in:
2
Practical filtering for stochastic volatility models
Stroud, Jonathan R.
;
Polson, Nicholas G.
;
Müller, Peter
- In:
State space and unobserved component models : theory …
,
(pp. 236-247)
.
2004
Persistent link: https://www.econbiz.de/10009719923
Saved in:
3
Resampling in state space models
Stoffer, David S.
;
Wall, Kent D.
- In:
State space and unobserved component models : theory …
,
(pp. 171-202)
.
2004
Persistent link: https://www.econbiz.de/10009719925
Saved in:
4
Test for cycles
Harvey, Andrew C.
- In:
State space and unobserved component models : theory …
,
(pp. 102-119)
.
2004
Persistent link: https://www.econbiz.de/10009719928
Saved in:
5
An introduction to particle filters
Maskell, Simon
- In:
State space and unobserved component models : theory …
,
(pp. 40-71)
.
2004
Persistent link: https://www.econbiz.de/10009719931
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