| Publication | Date of Publication | Type |
|---|
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms
Economics Letters | 2017-11-09 | Paper |
On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods
Statistical Papers | 2006-03-28 | Paper |
Exact Distributions of <i>R<sup>2</sup></i> and Adjusted <i>R<sup>2</sup></i> in a Linear Regression Model with Multivariate <i>t</i> Error Terms
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-04-04 | Paper |
| scientific article; zbMATH DE number 2109342 (Why is no real title available?) | 2004-10-22 | Paper |
| scientific article; zbMATH DE number 2100927 (Why is no real title available?) | 2004-09-15 | Paper |
| scientific article; zbMATH DE number 1931028 (Why is no real title available?) | 2003-09-02 | Paper |
| scientific article; zbMATH DE number 1959519 (Why is no real title available?) | 2003-08-05 | Paper |
| scientific article; zbMATH DE number 1943899 (Why is no real title available?) | 2003-07-01 | Paper |
Note on the Sampling Distribution for the Metropolis-Hastings Algorithm
Communications in Statistics: Theory and Methods | 2003-04-07 | Paper |
POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Nonlinear and non-gaussian state estimation: A quasi-optimal estimator
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Nonlinear and non-Gaussian state space modeling using sampling techniques
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
Journal of Statistical Planning and Inference | 2001-11-19 | Paper |
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
Bias correction of OLSE in the regression model with lagged dependent variables.
Computational Statistics and Data Analysis | 2000-10-26 | Paper |
On the nonlinear and nonnormal filter using rejection sampling
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration
Communications in Statistics. Simulation and Computation | 2000-07-11 | Paper |
On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
Communications in Statistics. Simulation and Computation | 2000-07-09 | Paper |
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
Journal of Econometrics | 1999-02-09 | Paper |
Nonlinear and nonnormal filters using Monte Carlo methods
Computational Statistics and Data Analysis | 1998-07-22 | Paper |
| scientific article; zbMATH DE number 1053273 (Why is no real title available?) | 1997-10-01 | Paper |
Nonlinear filters based on taylor series expansions∗
Communications in Statistics: Theory and Methods | 1997-05-19 | Paper |
On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties
Econometric Reviews | 1996-11-20 | Paper |
| scientific article; zbMATH DE number 940582 (Why is no real title available?) | 1996-10-30 | Paper |
Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique
Communications in Statistics. Simulation and Computation | 1996-01-15 | Paper |
Nonlinear filters. Estimation and applications
Lecture Notes in Economics and Mathematical Systems | 1993-11-21 | Paper |
