E-LIB Suche - Ergebnisse für: Guarniero, Pieralberto

1

Markovian analysis of U.S. Treasury volatility: Asymmetric ..:

Gigante, Gimede ; Guarniero, Pieralberto ; Pasini, Simona
Economics Letters. 239 (2024) - p. 111723 , 2024

2

The Iterated Auxiliary Particle Filter:

Guarniero, Pieralberto ; Johansen, Adam M. ; Lee, Anthony
Journal of the American Statistical Association. 112 (2017) 520 - p. 1636-1647 , 2017

Link: https://www.jstor.org/st..

3

The Iterated Auxiliary Particle Filter:

Guarniero, Pieralberto ; Johansen, Adam M. ; Lee, Anthony
Journal of the American Statistical Association. 112 (2017) 520 - p. 1636-1647 , 2017

Link: https://doi.org/10.1080/..

4

The Iterated Auxiliary Particle Filter:

Guarniero, Pieralberto ; Johansen, Adam M ; Lee, Anthony
Guarniero , P , Johansen , A M & Lee , A 2017 , ' The Iterated Auxiliary Particle Filter ' , Journal of the American Statistical Association , vol. 112 , no. 520 , pp. 1636-1647 . https://doi.org/10.1080/01621459.2016.1222291. , 2017

Link: https://hdl.handle.net/1..

5

The iterated auxiliary particle filter:

Guarniero, Pieralberto ; Johansen, Adam M ; Lee, Anthony
http://arxiv.org/abs/1511.06286. , 2015

Link: http://arxiv.org/abs/151..