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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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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10015205704
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10003795449
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Generalized Gauss-Hermite filtering
Singer, Hermann - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10003716615
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Generalized Gauss-Hermite filtering
Singer, Hermann - 2006
Persistent link: https://www.econbiz.de/10013409314
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Generalized Gauss-Hermite filtering for multivariate difussion processes
Singer, Hermann - 2006
Persistent link: https://www.econbiz.de/10013409326
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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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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10015205726
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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981
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Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver - 2006
Persistent link: https://www.econbiz.de/10013409325