Browsing All of EconStor by Author van Os, Bram
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2020 | Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model | van Os, Bram; van Dijk, Dick |
2021 | Pooling Dynamic Conditional Correlation models | van Os, Bram; van Dijk, Dick |
2022 | Robust Observation-Driven Models Using Proximal-Parameter Updates | Lange, Rutger-Jan; van Os, Bram; van Dijk, Dick |
2023 | Information-Theoretic Time-Varying Density Modeling | van Os, Bram |
2025 | Stability and performance guarantees for misspecified multivariate score-driven filters | van Heel, Simon Donker; Lange, Rutger-Jan; van Dijk, Dick; van Os, Bram |