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~subject:"Stochastischer Prozess"
~person:"Shephard, Neil G."
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Stochastischer Prozess
Bayes-Statistik
12
Bayesian inference
12
Stochastic process
8
Theorie
5
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5
Estimation theory
4
Markov chain
4
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Metropolis Hastings algorithm
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Shephard, Neil G.
Chan, Joshua
21
Carriero, Andrea
18
Clark, Todd E.
18
Marcellino, Massimiliano
15
Mertens, Elmar
14
Chib, Siddhartha
11
Martin, Gael M.
11
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10
Men, Zhongxian
9
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9
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9
Wirjanto, Tony S.
9
Eisenstat, Eric
8
Forbes, Catherine Scipione
8
Mumtaz, Haroon
8
Schorfheide, Frank
8
Koop, Gary
7
Kryshko, Maxym
7
Maneesoonthorn, Worapree
7
Ravazzolo, Francesco
7
Tsionas, Efthymios G.
7
Yu, Jun
7
Bos, Charles S.
6
Karlsson, Sune
6
Meyer, Renate
6
Pesaran, M. Hashem
6
Strachan, Rodney W.
6
Österholm, Pär
6
Chan, Joshua C. C.
5
Grassi, Stefano
5
Guidolin, Massimo
5
Hou, Chenghan
5
Jensen, Mark J.
5
Kolkiewicz, Adam W.
5
Poon, Aubrey
5
Theodoridis, Konstantinos
5
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4
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4
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Economics discussion papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
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1
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ECONIS (ZBW)
8
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1
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
2
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
3
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
4
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
5
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
6
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
7
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
8
Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora
;
Shephard, Neil G.
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
Saved in:
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