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SEM modeling with singular moment matrices
Singer, Hermann
Persistent link: https://www.econbiz.de/10004942633
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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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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10015205704
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Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
Singer, Hermann - 2016
Persistent link: https://www.econbiz.de/10015205868
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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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Continuous-discrete unscented Kalman filtering
Singer, Hermann - 2006
Persistent link: https://www.econbiz.de/10003302654