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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
All
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)
All
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...
All
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 241 - 250 of 586
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Likelihood-based Analysis for Dynamic Factor Models
Jungbacker, Borus; Koopman, Siem Jan - 2008
We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...
Persistent link: https://www.econbiz.de/10010325750
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Latent degradation indicator estimation using condition monitoring information
Zhou, Yifan; Ma, Lin; Sun, Yong; Mathew, Joseph - 2008
Asset health prediction is imperative to optimal asset management. Online and offline inspections can provide useful information for predicting asset health. The information from an asset health inspection can be divided into two types. (1) Direct indicators which directly determine failures...
Persistent link: https://www.econbiz.de/10009437705
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Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components
Proietti, Tommaso - Volkswirtschaftliche Fakultät, … - 2008
The paper estimates a large-scale mixed-frequency dynamic factor model for the euro area, using monthly series along with Gross Domestic Product (GDP) and its main components, obtained from the quarterly national accounts. The latter define broad measures of real economic activity (such as GDP...
Persistent link: https://www.econbiz.de/10005789536
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Identification of Macroeconomic Factors in Large Panels
Houssa, Romain; Bork, Lasse; Dewachter, Hans - Faculté des Sciences Économiques, Sociales et de … - 2008
, while the structural shocks are estimated following standard practices in the SVAR literature. Estimators based on the EM … algorithm are developed. We apply this framework to a large panel of US monthly macroeconomic series. In particular, we identify …
Persistent link: https://www.econbiz.de/10008868148
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Likelihood-based Analysis for Dynamic Factor Models
Jungbacker, Borus; Koopman, Siem Jan - Tinbergen Instituut - 2008
We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...
Persistent link: https://www.econbiz.de/10011257194
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Acceleration of the EM algorithm using the vector epsilon algorithm
Wang, Mingfeng; Kuroda, Masahiro; Sakakihara, Michio; … - In: Computational Statistics 23 (2008) 3, pp. 469-486
Persistent link: https://www.econbiz.de/10005613201
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Maximum likelihood estimation of an extended latent markov model for clustered binary panel data
Bartolucci, Francesco; Nigro, Valentina - Centro di Studi Internazionali Sull'Economia e la … - 2007
identifiability of the model and the convergence of the EM algorithm. The approach is illustrated by means of an application to a …
Persistent link: https://www.econbiz.de/10005694985
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How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises
Duan, Jin-Chuan; Fülöp, András - Magyar Nemzeti Bank (MNB) - 2007
-lag smoothing in the Monte Carlo EM algorithm to perform the maximum likelihood estimation and inference. Using the intra-day IBM …
Persistent link: https://www.econbiz.de/10005741324
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Reporting expected longevity and smoking: evidence from the SHARE
Balia, Silvia - Department of Economics and Related Studies, University … - 2007
estimating a finite mixture model via the EM algorithm, which allows division of the popu- lation according to different latent …
Persistent link: https://www.econbiz.de/10005523909
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Cover Image
How frequently does the stock price jump? An analysis of high-frequency data with microstructure noises
Duan, Jin-Chuan; Fülöp, András - 2007
-lag smoothing in the Monte Carlo EM algorithm to perform the maximum likelihood estimation and inference. Using the intra-day IBM …
Persistent link: https://www.econbiz.de/10010322485
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