The following pages link to (Q2891271):
Displayed 50 items.
- A noise-immune Kalman filter for short-term traffic flow forecasting (Q2164306) (← links)
- Fast and accurate variational inference for models with many latent variables (Q2172007) (← links)
- The dynamic factor network model with an application to international trade (Q2173192) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Estimating and forecasting the smoking-attributable mortality fraction for both genders jointly in over 60 countries (Q2179973) (← links)
- Identification of spikes in time series (Q2192291) (← links)
- A flexible particle Markov chain Monte Carlo method (Q2195824) (← links)
- Perturbation theory for the Fokker-Planck operator in chaos (Q2204894) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- Collocation based training of neural ordinary differential equations (Q2236696) (← links)
- The failure of stabilization policy: balanced-budget fiscal rules in the presence of incompressible public expenditures (Q2246743) (← links)
- Long-term forecasting of El Niño events via dynamic factor simulations (Q2280599) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Real and financial cycles: estimates using unobserved component models for the Italian economy (Q2305035) (← links)
- Efficient matrix approach for classical inference in state space models (Q2311132) (← links)
- Deep learning algorithm for data-driven simulation of noisy dynamical system (Q2311511) (← links)
- Dynamic prediction of financial distress based on Kalman filtering (Q2321384) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
- Book review of: R. Douc et al., Nonlinear time series. Theory, methods, and applications with R examples (Q2631386) (← links)
- Missing observations in observation-driven time series models (Q2658759) (← links)
- System reduction of dynamic stochastic general equilibrium models solved by \texttt{gensys} (Q2659945) (← links)
- Efficient use of data for LSTM mortality forecasting (Q2677941) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- Uncertainty in firm valuation and a cross-sectional misvaluation measure (Q2694766) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192) (← links)
- MULTIDIMENSIONAL CALIBRATION OF CRUDE OIL AND REFINED PRODUCTS VIA SEMIDEFINITE PROGRAMMING TECHNIQUES (Q3121227) (← links)
- Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q3391260) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- The real risk in pension forecasting (Q4585946) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Marginalized approximate filtering of state‐space models (Q4644357) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Stochastic Gradient MCMC for State Space Models (Q5025790) (← links)
- Seasonality of hospitalizations due to respiratory diseases: modelling serial correlation all we need is Poisson (Q5036451) (← links)
- Coupling Techniques for Nonlinear Ensemble Filtering (Q5044993) (← links)
- On the Automatic Identification of Unobserved Components Models (Q5048329) (← links)
- High-dimensional realized covariance estimation: a parametric approach (Q5051983) (← links)
- (Q5053230) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q5066477) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Variance stabilizing filters<sup>#</sup> (Q5077973) (← links)
- Stochastic and deterministic trend in state space models (Q5082746) (← links)
- Statistical modeling of computer malware propagation dynamics in cyberspace (Q5085664) (← links)
- Robust estimation of linear state space models (Q5085964) (← links)