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~person:"Chan, Joshua"
~subject:"Prognoseverfahren"
~type_genre:"Graue Literatur"
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Search: subject_exact:"State space model"
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Prognoseverfahren
State space model
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Zustandsraummodell
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Estimation
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Stochastic process
9
Stochastischer Prozess
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Bayes-Statistik
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alternating-order
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Chan, Joshua
Koopman, Siem Jan
19
Grassi, Stefano
9
Snyder, Ralph D.
7
Martin, Gael M.
6
Dijk, Herman K. van
5
Hyndman, Rob J.
5
Koehler, Anne B.
5
Koop, Gary
5
Lucas, André
5
Nason, James Michael
5
Casarin, Roberto
4
Chan, Joshua C. C.
4
Gupta, Rangan
4
Ord, John Keith
4
Proietti, Tommaso
4
Ravazzolo, Francesco
4
Schwaab, Bernd
4
Zadrozny, Peter A.
4
Beaumont, Adrian
3
Blasques, Francisco
3
Brakel, Jan A. van den
3
Delle Monache, Davide
3
Forbes, Catherine Scipione
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Frazier, David T.
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Hindrayanto, Irma
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Marcellino, Massimiliano
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Mazzi, Gian Luigi
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Mittnik, Stefan
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Ooms, Marius
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Petrella, Ivan
3
Santucci de Magistris, Paolo
3
Sarferaz, Samad
3
Smith, Gregor W.
3
Venditti, Fabrizio
3
Verona, Fabio
3
Wel, Michel van der
3
Audrino, Francesco
2
Bańbura, Marta
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
2
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
3
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
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