EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"non-Gaussian multivariate time series models"
Narrow search

Narrow search

Year of publication
Subject
All
Betting 3 Importance sampling 3 Kalman filter smoother 3 Non-Gaussian multivariate time series models 3 Sport statistics 3 Stochastischer Prozess 3 Zeitreihenanalyse 3 dynamic count data models 3 importance sampling 3 non-Gaussian multivariate time series models 3 numerical integration 3 sports data 3 volatility models 3 England 2 Prognoseverfahren 2 Stochastic process 2 Time series analysis 2 Zustandsraummodell 2 2010-2011 1 ARCH model 1 ARCH-Modell 1 Estimation theory 1 Football 1 Forecasting model 1 Fußball 1 Fußballsport 1 Generalisiertes lineares Modell 1 Generalized linear model 1 Professional sports 1 Professioneller Sport 1 Profisport 1 Sampling 1 Schätztheorie 1 State space model 1 Stichprobenerhebung 1 Volatility 1 Volatilität 1
more ... less ...
Online availability
All
Free 6
Type of publication
All
Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 4 Undetermined 2
Author
All
Koopman, Siem Jan 6 Lit, Rutger 6 Lucas, André 3
Institution
All
Tinbergen Instituut 2
Published in...
All
Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 Tinbergen Institute Discussion Papers 2
Source
All
ECONIS (ZBW) 2 EconStor 2 RePEc 2
Showing 1 - 6 of 6
Cover Image
The Dynamic Skellam Model with Applications
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2014
We introduce a dynamic statistical model for Skellam distributed random variables. The Skellam distribution can be obtained by taking differences between two Poisson distributed random variables. We treat cases where observations are measured over time and where possible serial correlation is...
Persistent link: https://www.econbiz.de/10010377185
Saved in:
Cover Image
The Dynamic Skellam Model with Applications
Koopman, Siem Jan; Lit, Rutger; Lucas, André - Tinbergen Instituut - 2014
We introduce a dynamic statistical model for Skellam distributed random variables. The Skellam distribution can be obtained by taking differences between two Poisson distributed random variables. We treat cases where observations are measured over time and where possible serial correlation is...
Persistent link: https://www.econbiz.de/10011256555
Saved in:
Cover Image
The dynamic Skellam model with applications
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2014
We introduce a dynamic statistical model for Skellam distributed random variables. The Skellam distribution can be obtained by taking differences between two Poisson distributed random variables. We treat cases where observations are measured over time and where possible serial correlation is...
Persistent link: https://www.econbiz.de/10010253460
Saved in:
Cover Image
A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
Koopman, Siem Jan; Lit, Rutger - 2012
Attack and defense strengths of football teams vary over time due to changes in the teams of players or their managers. We develop a statistical model for the analysis and forecasting of football match results which are assumed to come from a bivariate Poisson distribution with intensity...
Persistent link: https://www.econbiz.de/10010326498
Saved in:
Cover Image
A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
Koopman, Siem Jan; Lit, Rutger - Tinbergen Instituut - 2012
Accepted for the <I>Journal of the Royal Statistical Society Series A</A> (2014).<P> Attack and defense strengths of football teams vary over time due to changes in the teams of players or their managers. We develop a statistical model for the analysis and forecasting of football match results which are...</p></i>
Persistent link: https://www.econbiz.de/10011257186
Saved in:
Cover Image
A dynamic bivariate poisson model for analysing and forecasting match results in the English premier league
Koopman, Siem Jan; Lit, Rutger - 2012
Persistent link: https://www.econbiz.de/10009722968
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...