The following pages link to (Q2760417):
Displaying 50 items.
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (Q257404) (← links)
- The multi-state latent factor intensity model for credit rating transitions (Q290969) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022) (← links)
- Restricted Kalman filtering revisited (Q295404) (← links)
- A full dynamic compound inverse method for output-only element-level system identification and input estimation from earthquake response signals (Q310281) (← links)
- Dilemmas of robust analysis of economic data streams (Q341800) (← links)
- The generalized Cauchy family of distributions with applications (Q347268) (← links)
- Random-effect models with singular precision (Q393633) (← links)
- Bayesian prior elicitation in DSGE models: macro- vs micropriors (Q413333) (← links)
- Regime switching state-space models applied to psychological processes: handling missing data and making inferences (Q418428) (← links)
- When are adaptive expectations rational? A generalization (Q433699) (← links)
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- 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)
- Simulation smoothing for state-space models: a computational efficiency analysis (Q452558) (← links)
- Modeling data revisions: measurement error and dynamics of ``true'' values (Q530585) (← links)
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data (Q615678) (← links)
- A hierarchical state space approach to affective dynamics (Q631947) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Iterated filtering (Q638813) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← links)
- Revised convexity, normality and stability properties of the dynamical feedback fuzzy state space model (FFSSM) of insulin-glucose regulatory system in humans (Q780116) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Unobserved component models applied to the assessment of wear in railway points: a case study (Q853050) (← links)
- Particle efficient importance sampling (Q894644) (← links)
- Statistical inference for dynamical systems: a review (Q895009) (← links)
- Forecasting time series with multiple seasonal patterns (Q930958) (← links)
- Computing observation weights for signal extraction and filtering (Q951360) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- New algorithms for dating the business cycle (Q957217) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- An iterated parametric approach to nonstationary signal extraction (Q959309) (← links)
- Decomposition of time series models in state-space form (Q959310) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Multivariate discount weighted regression and local level models (Q959454) (← links)
- The inflation aversion of the Bundesbank: A state space approach (Q959643) (← links)
- Efficient Bayesian estimation of multivariate state space models (Q961901) (← links)
- Note on optimization of individual psychotherapeutic processes (Q972245) (← links)
- Intervention analysis with state-space models to estimate discontinuities due to a survey redesign (Q993279) (← links)
- Estimating the term structure of mortality (Q998262) (← links)
- Further investigation into restricted Kalman filtering (Q1003434) (← links)
