Local scale models: state space alternative to integrated GARCH processes

Eitemau Tebyg

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