Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Ancestor sampling"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Ancestor sampling
2
Bayes
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Sampling
2
Stichprobenerhebung
2
Theorie
2
Theory
2
Bayes-Statistik
1
Bayesian inference
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Particle filtering
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Structural break
1
Structural breaks
1
Strukturbruch
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
ancestor sampling
1
dynamic latent variable models
1
efficient importance sampling
1
particle filtering
1
sequential importance sampling
1
structural breaks
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Undetermined
1
Author
All
Nonejad, Nima
2
Grothe, Oliver
1
Kleppe, Tore Selland
1
Liesenfeld, Roman
1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
Econometric reviews
1
MPRA Paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
2
RePEc
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver
;
Kleppe, Tore Selland
;
Liesenfeld, Roman
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
Saved in:
2
Particle Gibbs with
Ancestor
Sampling
Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
Nonejad, Nima
-
Volkswirtschaftliche Fakultät, …
-
2014
Particle Gibbs with
ancestor
sampling
(PG-AS) is a new tool in the family of sequential Monte Carlo methods. We apply …
Persistent link: https://www.econbiz.de/10011110378
Saved in:
3
Particle Gibbs with
ancestor
sampling
for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
