//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Jensen, Mark J."
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_exact:"State space model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
State space model
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
ARMA model
1
ARMA-Modell
1
Bayes
1
Estimation theory
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Robust statistics
1
Robustes Verfahren
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
infinite variance
1
long-memory
1
mean-reverting
1
wavelets
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Jensen, Mark J.
Boubaker, Heni
6
Sun, Edward W.
4
Tiwari, Aviral Kumar
4
Chen, Yi-Ting
3
Gupta, Rangan
3
Li, Yushu
3
Shukur, Ghazi
3
Tzagkarakis, George
3
Canarella, Giorgio
2
Dionysopoulos, Thomas
2
Hudgins, David
2
Miller, Stephen M.
2
Månsson, Kristofer
2
Olayeni, Olaolu Richard
2
Ramsey, James B.
2
Yu, Min-Teh
2
Achim, Alin
1
Alencar, Airlane P.
1
Alexeev, Vitali
1
Ali, Abdul Aziz
1
Aloui, Chaker
1
Andersson, Fredrik N. G.
1
Bahramian, Pejman
1
Baruník, Jozef
1
Bekiros, Stelios
1
Bekiros, Stelios D.
1
Belanès, Amél
1
Ben Hamida, Hela
1
Bhanja, Niyati
1
Brorsen, B. Wade
1
Bruzda, Joanna
1
Caicedo-Llano, Juliana
1
Camarero Olivas, Mariam
1
Candido, Osvaldo
1
Cavicchioli, Maddalena
1
Chan, C. W.
1
Chen, Jun
1
Chiarella, Carl
1
Connor, Jeff
1
more ...
less ...
Published in...
All
Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of economic dynamics & control
1
Wavelet applications in economics and finance
1
Working papers / Federal Reserve Bank of Atlanta
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
2
An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001769725
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->