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~subject:"Stochastischer Prozess"
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Conditional Gauss-Hermite Filt...
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Stochastischer Prozess
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Singer, Hermann
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Grothe, Oliver
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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ECONIS (ZBW)
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Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann
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1999
Persistent link: https://www.econbiz.de/10001362446
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2
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10015205704
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3
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
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4
A concise proof of Gaussian smoothing
Singer, Hermann
-
2018
Persistent link: https://www.econbiz.de/10011957389
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5
Langevin and Kalman importance sampling for nonlinear continuous-discrete state space models
Singer, Hermann
-
2017
Persistent link: https://www.econbiz.de/10011619759
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6
Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
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7
ML-estimation of sampled stochastic differential equations
Singer, Hermann
-
2009
Persistent link: https://www.econbiz.de/10015205727
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8
ML-estimation of sampled stochastic differential equations
Singer, Hermann
-
2009
Persistent link: https://www.econbiz.de/10003876985
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9
Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver
-
2006
Persistent link: https://www.econbiz.de/10013409325
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