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scientific article; zbMATH DE number 5280150

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Publication:3498093
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MaRDI QIDQ3498093FDOQ3498093


Authors: Eric Zivot, Jeffrey H. Wang, Siem Jan Koopman Edit this on Wikidata


Publication date: 28 May 2008



Title of this publication is not available (Why is that?)




Mathematics Subject Classification ID

Statistics (62-XX)



Cited In (4)

  • Statistical algorithms for models in state space using SsfPack 2.2
  • The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
  • Pricing participating inflation retirement funds through option modeling and copulas
  • Review of SsfPack 2.2: statistical algorithms for models in state space

Uses Software

  • S-PLUS
  • S+FinMetrics
  • SsfPack





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