Pages that link to "Item:Q4705831"
From MaRDI portal
The following pages link to Statistical algorithms for models in state space using SsfPack 2.2 (Q4705831):
Displayed 23 items.
- Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models (Q450841) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Intervention analysis with state-space models to estimate discontinuities due to a survey redesign (Q993279) (← links)
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
- New proposals for the quantification of qualitative survey data (Q3018665) (← links)
- On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (Q3019740) (← links)
- Transformations and seasonal adjustment (Q3077641) (← links)
- Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- State space models for time series with patches of unusual observations (Q3505320) (← links)
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model (Q3525709) (← links)
- Continuous‐time modelling of irregularly spaced panel data using a cubic spline model (Q3525710) (← links)
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084) (← links)
- Time Series Modelling of Daily Tax Revenues (Q4469586) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Trend–Cycle Decompositions with Correlated Components (Q5291757) (← links)
- Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (Q5485104) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)
- Temporal disaggregation using multivariate structural time series models (Q5703227) (← links)
- Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints (Q5757828) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)
