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  • Search: subject:"precision-based sampling"
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Year of publication
Subject
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Estimation theory 3 Kalman filter and smoother 3 Precision-based sampling 3 Sampling 3 Schätztheorie 3 State space model 3 State space models 3 Stichprobenerhebung 3 Time series analysis 3 Zeitreihenanalyse 3 Zustandsraummodell 3 factor models 3 precision-based sampling 3 Bayesian estimation 2 Statistical error 2 Statistischer Fehler 2 band matrix 2 banded matrices 2 missing observations 2 signal extraction 2 state-space models 2 Band matrix 1 Bayes-Statistik 1 Bayesian inference 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Schätzung 1 Signal extraction 1 conditional forecasting 1
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Online availability
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Free 5 Undetermined 1
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 6
Author
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Hauber, Philipp 3 Mertens, Elmar 3 Schumacher, Christian 2
Published in...
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Deutsche Bundesbank Discussion Paper 2 Discussion paper 2 Journal of economic dynamics & control 1
Source
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ECONIS (ZBW) 3 EconStor 3
Showing 1 - 6 of 6
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Precision-based sampling for state space models that have no measurement error
Mertens, Elmar - 2023
instance of precision-based sampling methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of precision-based sampling, computational gains are considerable. Relevant applications include trend …
Persistent link: https://www.econbiz.de/10014339489
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Cover Image
Precision-based sampling for state space models that have no measurement error
Mertens, Elmar - 2023
instance of precision-based sampling methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of precision-based sampling, computational gains are considerable. Relevant applications include trend …
Persistent link: https://www.econbiz.de/10014336195
Saved in:
Cover Image
How useful is external information from professional forecasters? Conditional forecasts in large factor models
Hauber, Philipp - 2021
methodological point of view, this paper proposes precision-based sampling algorithms to draw from the predictive density …
Persistent link: https://www.econbiz.de/10013164448
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Cover Image
Precision-based sampling with missing observations: A factor model application
Hauber, Philipp; Schumacher, Christian - 2021
existing literature on precision-based sampling is focused on complete-data applications, whereas the proposed samplers in this …
Persistent link: https://www.econbiz.de/10012511370
Saved in:
Cover Image
Precision-based sampling with missing observations : a factor model application
Hauber, Philipp; Schumacher, Christian - 2021
existing literature on precision-based sampling is focused on complete-data applications, whereas the proposed samplers in this …
Persistent link: https://www.econbiz.de/10012510141
Saved in:
Cover Image
Precision-based sampling for state space models that have no measurement error
Mertens, Elmar - In: Journal of economic dynamics & control 154 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014480317
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