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~subject:"Kalman Filter"
~subject:"Prognoseverfahren"
~subject:"USA"
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Kalman Filter
Prognoseverfahren
USA
state space models
90
Zustandsraummodell
71
State space model
60
Theorie
58
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53
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50
state-space models
49
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47
State space models
37
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30
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27
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26
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24
State Space Models
23
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21
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Proietti, Tommaso
4
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4
Ungolo, Francesco
4
Zhou, Yuxin
4
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3
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3
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3
Bańbura, Marta
2
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2
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2
Giannone, Domenico
2
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2
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2
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2
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2
Reichmuth, Wolfgang H.
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
35
EconStor
9
RePEc
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1
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
2
AffineMortality : an R package for estimation, analysis and projection of affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458564
Saved in:
3
Forecasting core inflation in India : a four-step approach
Choudhary, Rishabh
;
Ghate, Chetan
;
Meman, Md Arbaj
-
2023
Persistent link: https://www.econbiz.de/10014366169
Saved in:
4
Various core inflation estimates for Kazakhstan
Orlov, Konstantin
;
Sejdahmetov, Aņsar
-
2023
Persistent link: https://www.econbiz.de/10014326098
Saved in:
5
Extremum Monte Carlo filters : real-time signal extraction via simulation and regression
Blasques, Francisco
;
Koopman, Siem Jan
;
Moussa, Karim
-
2023
-
This version: March 23, 2023
This paper introduces a novel simulation-based filtering method for general
state
space
models
. It allows for the …
Persistent link: https://www.econbiz.de/10014247627
Saved in:
6
Distributional modeling and forecasting of natural gas prices
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10013465681
Saved in:
7
Variational Bayes in
state
space
models
: inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
8
Mortality forecasting using a Lexis-based state-space model
Andersson, Patrik
;
Lindholm, Mathias
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
3
,
pp. 519-548
Persistent link: https://www.econbiz.de/10012656701
Saved in:
9
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
10
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
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