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type_genre:"Non-commercial literature"
~person:"Koopman, Siem Jan"
~subject:"Theory"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Theory
Estimation theory
37
Schätztheorie
37
Time series analysis
30
Zeitreihenanalyse
30
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
State space model
10
Zustandsraummodell
10
Volatility
9
Volatilität
9
Estimation
8
Schätzung
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Stochastic process
8
Stochastischer Prozess
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Autocorrelation
6
Autokorrelation
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Forecasting model
6
Prognoseverfahren
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time-varying parameters
6
Kalman filter
5
Theorie
5
consistency
5
invertibility
5
ARCH model
4
ARCH-Modell
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Bayes-Statistik
3
Bayesian inference
3
Factor analysis
3
Faktorenanalyse
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical distribution
3
Statistische Verteilung
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Yield curve
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Zinsstruktur
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asymptotic normality
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observation-driven models
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English
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Koopman, Siem Jan
Härdle, Wolfgang
55
Pesaran, M. Hashem
33
Franses, Philip Hans
29
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
McAleer, Michael
16
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Teräsvirta, Timo
11
Vella, Francis
11
Gómez, Víctor
10
Kilian, Lutz
10
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Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / Tinbergen Institute
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
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ECONIS (ZBW)
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1
Time series modelling of daily tax revenues
Koopman, Siem Jan
;
Ooms, Marius
-
2001
Persistent link: https://www.econbiz.de/10001569678
Saved in:
2
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
Saved in:
3
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
4
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
5
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
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