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~isPartOf:"Journal of econometrics"
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Search: subject_exact:"State space model"
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Nonparametric statistics
State space model
105
Zustandsraummodell
104
Time series analysis
71
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55
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Journal of econometrics
International journal of forecasting
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A simple nonparametric approach to estimating the distribution of random coefficients in structural models
Fox, Jeremy T.
;
Kim, Kyoo Il
;
Yang, Chenyu
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 236-254
Persistent link: https://www.econbiz.de/10011705259
Saved in:
2
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
3
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
4
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong
;
Wan, Alan T. K.
;
Xie, Shangyu
;
Wang, Xiaojing
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
Saved in:
5
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gong-meng
;
Choi, Yoon K.
;
Zhou, Yong
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 227-262
Persistent link: https://www.econbiz.de/10003722600
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