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Search: subject:"importance sampling."
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Subject
All
importance sampling
197
Importance sampling
147
Stichprobenerhebung
114
Sampling
113
Monte Carlo simulation
104
Theorie
93
Monte-Carlo-Simulation
89
Theory
68
Stochastischer Prozess
59
Bayesian inference
58
Stochastic process
52
Simulation
51
Schätztheorie
41
Statistische Verteilung
41
Importance Sampling
40
Bayes-Statistik
39
Estimation theory
39
Maximum likelihood estimation
37
Maximum-Likelihood-Schätzung
35
Markov chain Monte Carlo
33
Statistical distribution
30
Risikomaß
29
Option pricing theory
27
Optionspreistheorie
27
Risk measure
27
Volatilität
27
Prognoseverfahren
26
Zustandsraummodell
26
Stochastic volatility
25
Zeitreihenanalyse
25
Markov chain
23
Markov-Kette
23
Risikomanagement
23
Schätzung
23
Volatility
23
Algorithmus
22
Risk management
22
Metropolis-Hastings algorithm
21
Forecasting model
20
State space model
20
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Online availability
All
Free
292
Undetermined
138
CC license
8
Type of publication
All
Book / Working Paper
286
Article
183
Other
2
Type of publication (narrower categories)
All
Working Paper
121
Article in journal
79
Aufsatz in Zeitschrift
79
Graue Literatur
57
Non-commercial literature
57
Arbeitspapier
55
Article
7
Hochschulschrift
4
Thesis
3
research-article
2
Aufsatz im Buch
1
Book section
1
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Language
All
English
250
Undetermined
220
French
1
Author
All
Koopman, Siem Jan
68
Hoogerheide, Lennart
46
Dijk, Herman K. van
32
Liesenfeld, Roman
23
van Dijk, Herman K.
22
Ardia, David
20
Lucas, André
20
Richard, Jean-François
17
Opschoor, Anne
16
Basturk, Nalan
13
Mesters, Geert
12
Ridder, Ad
12
Hoogerheide, Lennart F.
11
Grassi, Stefano
10
Asai, Manabu
9
Marin, Jean-Michel
9
McAleer, Michael
9
Robert, Christian P.
9
Scharth, Marcel
9
Boots, Nam Kyoo
8
Bos, Charles S.
8
Lit, Rutger
8
Ooms, Marius
8
Borowska, Agnieszka
7
Dijk, H.K. van
7
Koopman, S.J.
7
Lucas, Andre
7
Moura, Guilherme V.
7
Paap, Richard
7
Shahabuddin, Perwez
7
Bos, C.S.
6
Dharmarajan, Hariharan
6
Kleppe, Tore Selland
6
Mandjes, Michel
6
Yu, Jun
6
DeJong, David Neil
5
Dufays, Arnaud
5
Hautsch, Nikolaus
5
Aßmann, Christian
4
Banachewicz, Konrad
4
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Institution
All
Tinbergen Instituut
33
Tinbergen Institute
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
10
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Erasmus University Rotterdam, Econometric Institute
7
Université Paris-Dauphine (Paris IX)
6
HAL
4
School of Economics, Singapore Management University
4
Society for Computational Economics - SCE
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Université Paris-Dauphine
3
Departamento de Economía, Universidad Carlos III de Madrid
2
Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, Oxford University
2
Dipartimento di Economia e Management, Università degli Studi di Trento
2
EconWPA
2
Institute of Economic Research, Kyoto University
2
Tilburg University, Center for Economic Research
2
Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre
1
Center for Financial Studies
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Cowles Foundation for Research in Economics, Yale University
1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Economics, Rutgers University-New Brunswick
1
Department of Economics, University of Warwick
1
Deutsche Bundesbank
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Duke University, Department of Economics
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
International Institute of Social and Economic Sciences
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
School of Economics and Management, University of Aarhus
1
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Published in...
All
Tinbergen Institute Discussion Papers
52
Tinbergen Institute Discussion Paper
39
Discussion paper / Tinbergen Institute
38
Computational Statistics & Data Analysis
18
Econometric Institute Research Papers
10
Economics Working Paper
10
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
10
MPRA Paper
9
Management Science
9
Econometric Institute Report
7
Economics Papers from University Paris Dauphine
6
Annals of the Institute of Statistical Mathematics
5
Econometric reviews
5
Journal of Econometrics
5
Risks : open access journal
5
Computational Statistics
4
Econometrics
4
Insurance / Mathematics & economics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Operations research
4
Working Paper
4
Working Papers / School of Economics, Singapore Management University
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CORE Discussion Papers
3
Computational economics
3
Econometric Reviews
3
European journal of operational research : EJOR
3
International journal of theoretical and applied finance
3
Journal of econometrics
3
Open Access publications from Université Paris-Dauphine
3
Psychometrika
3
Risks
3
Statistical Applications in Genetics and Molecular Biology
3
Statistics & Probability Letters
3
The journal of computational finance
3
Bozen economics & management paper series : BEMPS
2
CoFE Discussion Paper
2
Computational Management Science
2
Computing in Economics and Finance 2002
2
DQE Working Papers
2
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Source
All
RePEc
250
ECONIS (ZBW)
140
EconStor
73
BASE
5
Other ZBW resources
3
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41
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50
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471
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41
Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
Saved in:
42
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
43
Bayesian comparison of bivariate copula-GARCH and MGARCH models
Mokrzycka, Justyna
- In:
Central European journal of economic modelling and …
11
(
2019
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10012294555
Saved in:
44
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:
45
Adaptive coordinate sampling for stochastic primal-dual optimization
Liu, Huikang
;
Wang, Xiaolu
;
So, Anthony Man-Cho
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 24-47
Persistent link: https://www.econbiz.de/10012630720
Saved in:
46
Local density estimation in high dimensions
Wu, Xian
;
Charikar, Moses
;
Natchu, Vishnu
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2614-2640
Persistent link: https://www.econbiz.de/10014311345
Saved in:
47
Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction
Li, Mengheng
;
Koopman, Siem Jan
-
2018
the observed time series. We develop a simulated maximum likelihood estimation method based on
importance
sampling
and …
Persistent link: https://www.econbiz.de/10011819542
Saved in:
48
Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction
Li, Mengheng
;
Koopman, Siem Jan
-
2018
the observed time series. We develop a simulated maximum likelihood estimation method based on
importance
sampling
and …
Persistent link: https://www.econbiz.de/10011809984
Saved in:
49
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
50
Estimation of preference heterogeneity in markets with costly search
Morozov, Ilya
;
Seiler, Stephan
;
Dong, Xiaojing
;
Hou, Liwen
- In:
Marketing science
40
(
2021
)
5
,
pp. 871-899
Persistent link: https://www.econbiz.de/10012668057
Saved in:
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