Hermann Singer

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Person:413961

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zbMath Open singer.hermannMaRDI QIDQ413961

List of research outcomes

PublicationDate of PublicationType
Generalized Gauss-Hermite filtering2020-10-12Paper
Importance sampling for Kolmogorov backward equations2018-11-09Paper
SEM modeling with singular moment matrices Part III: GLS estimation2018-11-02Paper
Conditional Gauss–Hermite Filtering With Application to Volatility Estimation2017-05-16Paper
Transient source current formulation for the analysis of arbitrarily shaped dielectric/conducting composite structures2012-08-07Paper
SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations2012-06-20Paper
Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms2012-05-08Paper
SEM Modeling with Singular Moment Matrices Part I: ML-Estimation of Time Series2010-12-15Paper
Maximum entropy inference for mixed continuous-discrete variables2010-06-01Paper
Continuous time modeling of panel data: SEM versus filter techniques2008-09-18Paper
Nonlinear continuous time modeling approaches in panel research2008-09-18Paper
Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models2007-12-16Paper
Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing2004-03-16Paper
Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals2003-11-23Paper
Continuous panel models with time dependent parameters1999-10-05Paper
A theoretical approach to the optimization of high‐voltage insulators1999-08-09Paper
CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS1993-12-20Paper
The aliasing‐phenomenon in visual terms1993-01-16Paper
Problems with the estimation of stochastic differential equations using structural equations models1992-06-28Paper

Research outcomes over time


Doctoral students

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