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Year of publication
Subject
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Theorie 10 Theory 10 Time series analysis 7 Zeitreihenanalyse 7 State space model 4 Zustandsraummodell 4 Estimation theory 3 Schätztheorie 3 Bayes-Statistik 2 Bayesian inference 2 Forecasting model 2 Prognoseverfahren 2 Statistical test 2 Statistischer Test 2 Analysis of variance 1 Business cycle 1 Estimation 1 Financial market 1 Finanzmarkt 1 Forecast 1 Genetic engineering 1 Gentechnik 1 Induktive Statistik 1 Konjunktur 1 Macroeconomics 1 Makroökonomik 1 Markov chain 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Prognose 1 Regression analysis 1 Regressionsanalyse 1 Resampling 1 Resampling method 1 Schätzung 1 Statistical inference 1 Stochastic process 1
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Type of publication
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Article 13
Type of publication (narrower categories)
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Aufsatz im Buch 13 Book section 13
Language
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English 13
Author
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Anderson, Theodore W. 1 Barndorff-Nielsen, Ole E. 1 Bell, William R. 1 Durbin, Richard 1 Frühwirth-Schnatter, Sylvia 1 Harvey, Andrew C. 1 Koop, Gary 1 Koopman, Siem Jan 1 Maskell, Simon 1 Müller, Peter 1 Nielsen, Bent 1 Poirier, Dale J. 1 Polson, Nicholas G. 1 Shephard, Neil G. 1 Stephens, Michael A. 1 Stoffer, David S. 1 Stroud, Jonathan R. 1 Tanaka, Katsuto 1 Wall, Kent D. 1 Wang, Jeffrey 1 Whittle, Peter 1 Ysusi, Carla 1 Zivot, Eric 1
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Published in...
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State space and unobserved component models : theory and applications 13
Source
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ECONIS (ZBW) 13
Showing 1 - 10 of 13
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Finding genes in the human genome with hidden Markov models
Durbin, Richard - In: State space and unobserved component models : theory …, (pp. 336-350). 2004
Persistent link: https://www.econbiz.de/10009719919
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State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric; Wang, Jeffrey; Koopman, Siem Jan - In: State space and unobserved component models : theory …, (pp. 284-335). 2004
Persistent link: https://www.econbiz.de/10009719920
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On RegComponent time series models and their applications
Bell, William R. - In: State space and unobserved component models : theory …, (pp. 248-283). 2004
Persistent link: https://www.econbiz.de/10009719921
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Practical filtering for stochastic volatility models
Stroud, Jonathan R.; Polson, Nicholas G.; Müller, Peter - In: State space and unobserved component models : theory …, (pp. 236-247). 2004
Persistent link: https://www.econbiz.de/10009719923
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Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.; Nielsen, Bent; Shephard, Neil G. - In: State space and unobserved component models : theory …, (pp. 205-235). 2004
Persistent link: https://www.econbiz.de/10009719924
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Resampling in state space models
Stoffer, David S.; Wall, Kent D. - In: State space and unobserved component models : theory …, (pp. 171-202). 2004
Persistent link: https://www.econbiz.de/10009719925
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Empirical Bayesian inference in a nonparametric regression model
Koop, Gary; Poirier, Dale J. - In: State space and unobserved component models : theory …, (pp. 152-170). 2004
Persistent link: https://www.econbiz.de/10009719926
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Efficient Bayesian parameter estimation
Frühwirth-Schnatter, Sylvia - In: State space and unobserved component models : theory …, (pp. 123-151). 2004
Persistent link: https://www.econbiz.de/10009719927
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Test for cycles
Harvey, Andrew C. - In: State space and unobserved component models : theory …, (pp. 102-119). 2004
Persistent link: https://www.econbiz.de/10009719928
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A goodness-of-fit test for AR(1) models and power against state-space alternatives
Anderson, Theodore W.; Stephens, Michael A. - In: State space and unobserved component models : theory …, (pp. 92-101). 2004
Persistent link: https://www.econbiz.de/10009719929
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