Local scale models: state space alternative to integrated GARCH processes

Παρόμοια τεκμήρια

• Local Scale Models: State Space Alternative to Integrated GARCH Processes.
  ανά: Shephard, N
  Έκδοση: (1994)
• Exact score for time series models in state space form
  ανά: Koopman, S, κ.ά.
  Έκδοση: (1992)
• Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models
  ανά: Pitt, M, κ.ά.
  Έκδοση: (1999)
• Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
  ανά: Bos, C, κ.ά.
  Έκδοση: (2006)
• Statistical algorithms for models in state space form using SsfPack 2.2
  ανά: Koopman, S, κ.ά.
  Έκδοση: (1999)