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Continuous panel models with time dependent parameters
Singer, Hermann - 1996
Persistent link: https://www.econbiz.de/10000953148
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ML estimation of nonlinear stochastic differential equations : Fokker-Planck vs extended Kalman filter
Singer, Hermann - 1996
Persistent link: https://www.econbiz.de/10000953151
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Analytical score function for irregularly sampled continuous time stochastic processes with control variables and missing values
Singer, Hermann - In: Econometric theory 11 (1995) 4, pp. 721-735
Persistent link: https://www.econbiz.de/10001192728
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Maximum entropy inference for mixed continuous-discrete variables
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10015205697
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GLS estimation
Singer, Hermann - 2015
Persistent link: https://www.econbiz.de/10011380480
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann - 2019
Persistent link: https://www.econbiz.de/10012149431
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Maximum entropy inference for mixed continuous-discrete variables
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10013409349
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Identification and estimation of continuous time dynamic systems with exogenous variables using panel data
Hamerle, Alfred - In: Econometric theory 9 (1993) 2, pp. 283-295
Persistent link: https://www.econbiz.de/10001143729
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GLS estimation
Singer, Hermann - 2015
Persistent link: https://www.econbiz.de/10015205499
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Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver - 2006
Persistent link: https://www.econbiz.de/10013409325