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Results 101-109 of 109.
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Year of Publication
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Author(s)
2011
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
Koopman, Siem Jan
;
Lucas, Andre
;
Scharth, Marcel
2016
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models
Blasques, Francisco
;
Gorgi, Paolo
;
Koopman, Siem Jan
;
Wintenberger, Olivier
2014
Optimal Formulations for Nonlinear Autoregressive Processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
2004
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models
Koopman, Siem Jan
;
Ooms, Marius
2016
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, Andre
2020
Estimation of final standings in football competitions with premature ending: the case of COVID-19
Gorgi, Paolo
;
Koopman, Siem Jan
;
Lit, Rutger
2023
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Blasques, Francisco
;
Koopman, Siem Jan
;
Moussa, Karim
2023
Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
2024
A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Blasques, Francisco
;
van Brummelen, Janneke
;
Gorgi, Paolo
;
Koopman, Siem Jan
Author
23
Blasques, Francisco
20
Lucas, André
15
Lucas, Andre
9
Gorgi, Paolo
8
Ooms, Marius
7
Creal, Drew
7
Schwaab, Bernd
6
Lit, Rutger
5
Mesters, Geert
4
Hindrayanto, Irma
.
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