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~person:"Chan, Joshua C. C."
~subject:"Stochastischer Prozess"
~type_genre:"Einführung"
~type_genre:"Non-commercial literature"
~type_genre:"Übersichtsarbeit"
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Chan, Joshua C. C.
Koopman, Siem Jan
23
Chan, Joshua
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Gibbs samplers for VARMA and its extensions
Chan, Joshua C. C.
;
Eisenstat, Eric
-
2013
Persistent link: https://www.econbiz.de/10009711161
Saved in:
2
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
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3
Estimation in non-linear non-Gaussian state space models with precision-based methods
Chan, Joshua C. C.
;
Strachan, Rodney W.
-
2012
Persistent link: https://www.econbiz.de/10009561179
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4
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2012
Persistent link: https://www.econbiz.de/10009655700
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