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  • Search: subject:"sequential monte carlo"
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Year of publication
Subject
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Sequential Monte Carlo 79 Monte-Carlo-Simulation 76 Monte Carlo simulation 75 Bayesian inference 53 Bayes-Statistik 51 Theorie 43 Theory 41 sequential Monte Carlo 31 Estimation theory 29 Schätztheorie 29 Markov-Kette 24 Markov chain 23 Prognoseverfahren 19 Schätzung 17 Estimation 16 Forecasting model 16 Zeitreihenanalyse 15 Density Forecast Combination 14 Volatility 14 Geldpolitik 13 Monetary policy 13 Stochastic process 13 Stochastischer Prozess 13 Volatilität 13 Time series analysis 12 Bayesian filtering 11 sequential Monte Carlo methods 11 Bayesian Filtering 10 Dynamic equilibrium 10 Dynamisches Gleichgewicht 10 Survey Forecast 10 Algorithm 9 Algorithmus 9 Density forecast combination 9 State space model 9 Zustandsraummodell 9 Inflation 8 Markov chain Monte Carlo 8 Survey forecast 8 Bayesian estimation 7
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Online availability
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Free 81 Undetermined 66 CC license 2
Type of publication
All
Book / Working Paper 83 Article 79
Type of publication (narrower categories)
All
Article in journal 48 Aufsatz in Zeitschrift 48 Working Paper 37 Graue Literatur 27 Non-commercial literature 27 Arbeitspapier 24 Article 3 Thesis 2
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Language
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English 102 Undetermined 60
Author
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Ravazzolo, Francesco 27 Casarin, Roberto 24 Dijk, Herman K. van 19 Billio, Monica 14 van Dijk, Herman K. 9 Del Negro, Marco 8 Matlin, Ethan 8 Sarfati, Reca 8 Grassi, Stefano 7 Haque, Qazi 7 Schorfheide, Frank 7 Aastveit, Knut Are 6 Herbst, Edward P. 6 Cai, Michael 5 Chopin, Nicolas 5 Doucet, Arnaud 5 Dufays, Arnaud 5 Bognanni, Mark 4 Fulop, Andras 4 Geweke, John 4 Groshenny, Nicolas 4 Li, Yong 4 Targino, Rodrigo S. 4 Tristani, Oreste 4 Tsionas, Efthymios G. 4 Weder, Mark 4 Acharya, Sushant 3 Amisano, Gianni 3 Bruce, Norris I. 3 Chen, William 3 Dogra, Keshav 3 Gleich, Aidan 3 Goyal, Shlok 3 Lee, Donggyu 3 Li, Junye 3 Lopes, Hedibert F. 3 Martin, Gael M. 3 Peters, Gareth W. 3 Schäfer, Christian 3 Sengupta, Sikata 3
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Institution
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Université Paris-Dauphine (Paris IX) 7 Tinbergen Instituut 5 Department of Economics, University of Pennsylvania 3 Dipartimento di Economia, Università Ca' Foscari Venezia 3 Norges Bank 2 Ohio State University, Department of Economics 2 Rimini Centre for Economic Analysis (RCEA) 2 Banque de France 1 C.E.P.R. Discussion Papers 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Oxford University 1 Economics Discipline Group, Business School 1 Economics Group, Nuffield College, University of Oxford 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Central Bank 1 Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit 1 Federal Reserve Bank of Cleveland 1 Finance Discipline Group, Business School 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 School of Economics and Management, University of Aarhus 1 Tinbergen Institute 1 University of Toronto, Department of Economics 1 VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 1
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Published in...
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Annals of the Institute of Statistical Mathematics 8 Economics Papers from University Paris Dauphine 7 Journal of econometrics 6 Tinbergen Institute Discussion Paper 6 Tinbergen Institute Discussion Papers 6 Discussion paper / Tinbergen Institute 5 Economic modelling 5 Computational Statistics & Data Analysis 4 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 4 Working Paper 4 Federal Reserve Bank of Cleveland working paper series 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 PIER Working Paper Archive 3 Statistics & Probability Letters 3 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 CAMA working paper series 2 Discussion paper 2 Econometrics 2 Econometrics : open access journal 2 Finance and economics discussion series 2 Insurance / Mathematics & economics 2 Journal of banking & finance 2 Journal of economic dynamics & control 2 Risks : open access journal 2 School of Economics working papers / The University of Adelaide, School of Economics 2 Serie Research Memoranda 2 Staff reports / Federal Reserve Bank of New York 2 Working Paper / Norges Bank 2 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 2 Working Papers / Ohio State University, Department of Economics 2 Annual Review of Economics 1 Applied economics letters 1 Bank of Finland research discussion papers 1 CEPR Discussion Papers 1 CIRJE discussion papers / F series 1 CREATES Research Papers 1 Computational Economics 1 Computational Statistics 1 Discussion papers / CEPR 1
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Source
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ECONIS (ZBW) 77 RePEc 67 EconStor 16 BASE 2
Showing 161 - 162 of 162
Cover Image
Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models
Bergman, Niclas; Doucet, Arnaud; Gordon, Neil - In: Annals of the Institute of Statistical Mathematics 53 (2001) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10005184668
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Cover Image
Adaptive Monte Carlo on multivariate binary sampling spaces
Schäfer, Christian; Chopin, Nicolas - Université Paris-Dauphine (Paris IX)
terms of adaptive algorithms, we focus on the Cross-Entropy (CE) method for optimisation, and the Sequential Monte Carlo …
Persistent link: https://www.econbiz.de/10011073707
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