Browsen in EconStor gesamt nach Autor:innen van Brummelen, Janneke
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Erscheinungsjahr | Titel | Autor:innen |
2022 | Maximum likelihood estimation for non-stationary location models with mixture of normal distributions | Blasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |
2024 | A robust Beveridge-Nelson decomposition using a score-driven approach with an application | Blasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |
2024 | Robust multivariate observation-driven filtering for a common stochastic trend: Theory and application | Blasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |
2025 | Score-driven time-varying parameter models with splinebased densities | van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |