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  • Search: subject:"EM Algorithm"
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Year of publication
Subject
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EM algorithm 455 Theorie 76 Algorithm 73 Algorithmus 73 Theory 73 Schätztheorie 56 Estimation theory 55 EM-algorithm 37 Zeitreihenanalyse 37 Time series analysis 36 Markov chain 34 Statistical distribution 34 Statistische Verteilung 34 Estimation 33 Schätzung 33 EM Algorithm 32 Markov-Kette 32 Stochastic process 27 Stochastischer Prozess 27 Maximum likelihood estimation 26 Volatility 24 Kalman filter 22 Volatilität 21 Bayesian inference 20 Faktorenanalyse 19 Markov chain Monte Carlo 18 State space model 18 Zustandsraummodell 18 Factor analysis 17 Maximum-Likelihood-Schätzung 17 Prognoseverfahren 17 Monte Carlo simulation 15 toxicokinetics 15 Forecasting model 14 Maximum likelihood 14 Regression analysis 14 Regressionsanalyse 14 Monte-Carlo-Simulation 13 ARCH model 12 Börsenkurs 12
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Online availability
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Undetermined 333 Free 199 CC license 14
Type of publication
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Article 403 Book / Working Paper 169 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 130 Aufsatz in Zeitschrift 130 Working Paper 52 Graue Literatur 32 Non-commercial literature 32 Arbeitspapier 29 Article 11 Aufsatz im Buch 3 Book section 3 Congress Report 1 Hochschulschrift 1 Report 1 research-article 1
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Language
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Undetermined 338 English 244 Czech 2 German 1 French 1
Author
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Selinski, Silvia 18 Shephard, Neil 11 Pacifico, Daniele 10 Koopman, Siem Jan 8 Li, Yong 8 Yu, Jun 8 Tzougas, George 7 Balakrishnan, N. 6 Bartolucci, Francesco 6 Jungbacker, Borus 6 Poncela, Pilar 6 Urfer, Wolfgang 6 Yao, Weixin 6 Kundu, Debasis 5 Ruiz, Esther 5 Soete, Geert 5 Sornette, Didier 5 Wehrli, Alexander 5 Baesens, Bart 4 Bee, Marco 4 Bertrand, Aurélie 4 Bork, Lasse 4 Claeskens, Gerda 4 Dirick, Lore 4 Hafner, Christian M. 4 Janczura, Joanna 4 Lavergne, Christian 4 Lin, X. Sheldon 4 Lin, Xihong 4 Lucchetti, Riccardo 4 Miljkovic, Tatjana 4 Mislevy, Robert 4 Modugno, Michele 4 Punzo, Antonio 4 Saidane, Mohamed 4 Satorra, Albert 4 Venetis, Ioannis A. 4 Wu, Xueyuan 4 Badescu, Andrei L. 3 Balia, Silvia 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 6 School of Economics and Management, University of Aarhus 5 EconWPA 4 Economics Group, Nuffield College, University of Oxford 4 School of Economics, Singapore Management University 4 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Department of Economics, Oxford University 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 3 London School of Economics (LSE) 3 Banque de France 2 Berkeley Electronic Press 2 Department of Economics and Related Studies, University of York 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 European Central Bank 2 Finance Discipline Group, Business School 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Université Paris-Dauphine (Paris IX) 2 Agricultural Economics Society - AES 1 Agricultural and Applied Economics Association - AAEA 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre for Economic Research, School of Economics and Management Studies 1 Centro de Investigación y Docencia Económicas (CIDE) 1 Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen 1 Christian-Albrechts-Universität zu Kiel 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, European University Institute 1 Department of Economics, Rutgers University-New Brunswick 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Deutsche Bundesbank 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Directorate-General Economic and Financial Affairs, European Commission 1 Division of Economics, Nanyang Technological University 1
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Published in...
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Psychometrika 49 Computational Statistics & Data Analysis 35 Computational Statistics 19 Statistical Papers / Springer 14 Annals of the Institute of Statistical Mathematics 13 Journal of Multivariate Analysis 12 Journal of Applied Statistics 11 Journal of econometrics 10 MPRA Paper 10 Computational economics 9 Statistics & Probability Letters 9 Journal of Classification 7 AStA Advances in Statistical Analysis 6 Insurance 6 Quantitative finance 6 Risks : open access journal 6 Technical Report 6 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Advances in Data Analysis and Classification 5 CREATES Research Papers 5 European journal of operational research : EJOR 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 Statistical Applications in Genetics and Molecular Biology 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 ASTIN bulletin : the journal of the International Actuarial Association 4 Astin bulletin : the journal of the International Actuarial Association 4 Econometrics 4 Economics Papers / Economics Group, Nuffield College, University of Oxford 4 Economics letters 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 Insurance : mathematics and economics 4 International Journal of Biostatistics 4 Journal of Econometrics 4 Metrika 4 Risks 4 Statistical Methods and Applications 4 Working Papers / School of Economics, Singapore Management University 4 CEIS Research Paper 3 Discussion paper / Tinbergen Institute 3
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Source
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RePEc 359 ECONIS (ZBW) 168 EconStor 34 BASE 22 Other ZBW resources 3
Showing 141 - 150 of 586
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Mixture periodic GARCH models : theory and applications
Hamdi, Fayçal; Souam, Saïd - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1925-1956
Persistent link: https://www.econbiz.de/10011950345
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A k-Inflated negative binomial mixture regression model : application to rate-making systems
Najafabadi, Amir T. Payandeh; Mohammadpour, Saeed - In: Asia-Pacific journal of risk and insurance : APJRI 12 (2018) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011898067
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Die Konstruktion von Dienstleistungskarten mit Open Data am Beispiel des lokalen Bedarfs an Kinderbetreuung in Berlin
Rendtel, Ulrich; Ruhanen, Milo - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 12 (2018) 3/4, pp. 271-284
Persistent link: https://www.econbiz.de/10012012627
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GNSS Positioning Enhancement Based on NLOS Multipath Biases Estimation Using Gaussian Mixture Noise
Bassma, Guermah; Tayeb, Sadiki; Hassan, El Ghazi - In: International Journal of Mobile Computing and … 9 (2018) 1, pp. 21-39
model the NLOS and Multipath biases by Gaussian Mixture noise using Expectation Maximization (EM) algorithm. In this context … (Particle Filter) and EM algorithm for estimating user position in hard environment is presented. Using real GPS (Global …
Persistent link: https://www.econbiz.de/10012046484
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EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies
Damian, Camilla; Eksi, Zehra; Frey, Rüdiger - In: Statistics & Risk Modeling 35 (2018) 1-2, pp. 51-72
Abstract In this paper we study parameter estimation via the Expectation Maximization (EM) algorithm for a continuous … credit risk modelling. A key step in the application of the EM algorithm is the derivation of finite-dimensional filters for …
Persistent link: https://www.econbiz.de/10014621265
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Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil; Xiu, Dacheng - Department of Economics, Oxford University - 2012
relatively simple EM algorithm which scales well with the number of assets.  We derive the theoretical properties of the …
Persistent link: https://www.econbiz.de/10011004207
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Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
Anyfantaki, Sofia; Demos, Antonis - Department of International and European Economic … - 2012
estimator via the simulated EM algorithm or a simulated Bayesian solution in only O(T) computational operations, where T is the …
Persistent link: https://www.econbiz.de/10010859442
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Iclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm
Pacifico, Daniele; Yoo, Hong il - Dipartimento del Tesoro, Ministero dell'Economia e … - 2012
This paper describe Iclogit, a Stata module to fit latent class logit models through the Expectation-Maximization algorithm. The stability of this estimation method allows overcoming some of the computational difficulties that normally arise when fitting such models with many latent classes....
Persistent link: https://www.econbiz.de/10010850518
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Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil; Xiu, Dacheng - Economics Group, Nuffield College, University of Oxford - 2012
asymptotically mixed normal. The quasi-likelihood is computed using a Kalman filter and optimised using a relatively simple EM … algorithm which scales well with the number of assets. We derive the theoretical properties of the estimator and prove that it …
Persistent link: https://www.econbiz.de/10010553068
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Short Run Needs and Long Term Goals: A Dynamic Model of Thirst Management
Huang, Guofang; Khwaja, Ahmed; Sudhir, K. - Cowles Foundation for Research in Economics, Yale University - 2012
Beverage consumption occurs many times a day in response to a variety of needs that change throughout the day. In making their choices, consumers self-regulate their consumption by managing short run needs (e.g., hydration and mood pickup) with long-term goals (e.g., health). Using unique...
Persistent link: https://www.econbiz.de/10010578247
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