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:"Mixture of Student’s t"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Bayes-Statistik
2
Bayesian inference
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Algorithm
1
Algorithmus
1
Censored likelihood
1
Censored posterior
1
Density forecasting
1
Expected Shortfall
1
Forecasting model
1
Importance sampling
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Metropolis-Hastings algorithm
1
Misspecification
1
Mixture of Student’s t
1
Mixture of Student’s t-distributions
1
Monte Carlo estimation
1
Nonlinear non-Gaussian state space model
1
Partially censored posterior
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Sampling
1
State space model
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Hoogerheide, Lennart
2
Koopman, Siem Jan
2
Barra, Istvan
1
Borowska, Agnieszka
1
Dijk, Herman K. van
1
Lucas, André
1
Published in...
All
Discussion paper / Tinbergen Institute
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
2
Joint independent metropolis-hastings methods for nonlinear non-Gaussian state space models
Barra, Istvan
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
-
2013
Persistent link: https://www.econbiz.de/10010191411
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
