Zoekresultaten
Resultaat 1 - 5 (van 5)
Borus Jungbacker | Siem-Jan Koopman On importance sampling for state space models
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | Kai Ming Lee Measuring asymmetric stochastic cycle components in U.S. macroeconomic time series
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | André Lucas | André A. Monteiro The multi-state latent factor intensity model for credit rating transitions
Non-fictie
Engels | 31 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | M. Ooms | M. Angeles Carnero Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | André Lucas | Robert Daniels A non-gaussian panel time series model for estimating and decomposing default risk
Non-fictie
Engels | 29 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek