//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Miller, Douglas Lee"
~person:"Smith, Michael S."
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Theory
24
Multivariate Verteilung
21
Multivariate distribution
21
Bayes-Statistik
11
Bayesian inference
11
Time series analysis
11
Zeitreihenanalyse
11
Cluster analysis
10
Clusteranalyse
10
Induktive Statistik
10
Statistical inference
10
Statistical distribution
9
Statistische Verteilung
9
Forecasting model
6
Prognoseverfahren
6
Robust statistics
6
Robustes Verfahren
6
Multivariate Analyse
5
Multivariate analysis
5
Consumer behaviour
4
Estimation
4
Konsumentenverhalten
4
Markov chain
4
Markov-Kette
4
Schätzung
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Dauer
3
Duration
3
Electricity price
3
Estimation theory
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Multiple Regression
3
Multiple regression
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
more ...
less ...
Online availability
All
Free
9
Undetermined
4
Type of publication
All
Article
12
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
Author
All
Miller, Douglas Lee
Smith, Michael S.
Okhrin, Ostap
38
Härdle, Wolfgang
29
Koopman, Siem Jan
27
Herwartz, Helmut
22
Weihs, Claus
22
Lucas, André
19
Hafner, Christian M.
17
Furman, Edward
16
Hallin, Marc
15
Schmid, Wolfgang
15
Domański, Czesław
14
Hildebrandt, Lutz
14
Backhaus, Klaus
13
Manner, Hans
13
Wied, Dominik
12
Asai, Manabu
11
Croux, Christophe
11
Einmahl, John H. J.
11
Greenacre, Michael J.
11
Hautsch, Nikolaus
11
Landsman, Zinoviy
11
McAleer, Michael
11
Patton, Andrew J.
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Su, Jianxi
11
Brooks, Chris
10
Cameron, Adrian Colin
10
Cossette, Hélène
10
Creal, Drew
10
DeSarbo, Wayne S.
10
Diks, Cees G. H.
10
Erichson, Bernd
10
Fengler, Matthias R.
10
Gelbach, Jonah B.
10
Hruschka, Harald
10
Kohn, Robert
10
Okhrin, Yarema
10
more ...
less ...
Published in...
All
Working papers / Department of Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
International journal of forecasting
2
Journal of applied econometrics
2
Technical working paper / National Bureau of Economic Research
2
Econometrics discussion papers
1
Handbook of empirical economics and finance
1
Journal of econometrics
1
Journal of human resources : JHR
1
Journal of marketing research : JMR
1
Melbourne Business School Working Paper
1
The review of economics and statistics
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
2
Copula Modelling of Dependence in
Multivariate
Time Series
Smith, Michael S.
-
2015
Almost all existing nonlinear
multivariate
time series models remain linear, conditional on a point in time or latent …. The copula defines a
multivariate
time series on the unit cube. A drawable vine copula is employed, along with a …
Persistent link: https://www.econbiz.de/10013025260
Saved in:
3
Copula modelling of dependence in
multivariate
time series
Smith, Michael S.
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
Saved in:
4
Bayesian inference for regression copulas
Smith, Michael S.
;
Klein, Nadja
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
Saved in:
5
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
6
Modeling Dependence Using Skew T Copulas : Bayesian Inference and Applications
Smith, Michael S.
-
2015
effectively. However, it is difficult to estimate the copula model by maximum likelihood when the
multivariate
dimension is high …
Persistent link: https://www.econbiz.de/10013038598
Saved in:
7
Bayesian Approaches to Copula Modelling
Smith, Michael S.
-
2015
Copula models have become one of the most widely used tools in the applied modelling of
multivariate
data. Similarly …-valued using data augmentation. This approach generalises popular Bayesian methods for the estimation of models for
multivariate
…
Persistent link: https://www.econbiz.de/10014174824
Saved in:
8
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
Saved in:
9
Modeling Dependence Using Skew T Copulas : Bayesian Inference and Applications
Smith, Michael S.
-
2010
effectively. However, it is difficult to estimate the copula model by maximum likelihood when the
multivariate
dimension is high …
Persistent link: https://www.econbiz.de/10013145057
Saved in:
10
Modelling dependence using skew t copulas : Bayesian inference and applications
Smith, Michael S.
;
Quan Gan
;
Kohn, Robert J.
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 500-522
Persistent link: https://www.econbiz.de/10009618600
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->