Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
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
Bayes prediction in the linear...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
51
Theory
51
Bayesian inference
34
Estimation theory
33
Schätztheorie
33
Bayes-Statistik
30
Markov chain
24
Markov-Kette
24
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Stochastischer Prozess
17
Simulation
15
Markov chain Monte Carlo
11
Schätzung
11
Estimation
10
Marginal likelihood
10
Volatility
10
Volatilität
10
Econometrics
8
State space model
8
CAPM
7
DSGE model
7
DSGE-Modell
7
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Time series analysis
7
Zeitreihenanalyse
7
Ökonometrie
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Metropolis-Hastings algorithm
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Regression analysis
6
Regressionsanalyse
6
Zustandsraummodell
6
Economics
5
Factor analysis
5
Faktorenanalyse
5
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Book / Working Paper
9
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
7
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
17
Author
All
Chib, Siddhartha
17
Shephard, Neil G.
9
Omori, Yasuhiro
4
Nakajima, Jouchi
3
Nardari, Federico
3
Shin, Minchul
3
Tan, Fei
3
Elerian, Ola
2
Pitt, Michael K.
2
Asai, Manabu
1
Ramamurthy, Srikanth
1
Shephard, Neil
1
Zeng, Xiaming
1
Zhao, Lingxiao
1
Zhou, Guofu
1
more ...
less ...
Institution
All
Nuffield College
1
Published in...
All
Journal of econometrics
3
Economics discussion papers
2
Oxford Financial Research Centre economics series
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
2
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
3
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
4
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
5
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
6
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
7
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
8
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
9
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
10
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
