Titel

Merkliste
1 Ergebnisse

Second-Order Filter Distribution Approximations for Financi..:

Smith, J. Q. ; Santos, António A. F.
Journal of Business & Economic Statistics. 24 (2006) 3 - p. 329-337 , 2006

Link: https://www.jstor.org/stable/27638882

RT Journal
T1 <Title>Second-Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-27638882&Exemplar=1&LAN=DE
				
A1 Smith, J. Q.
A1 Santos, António A. F.
PB American Statistical Association
YR 2006
SN 0735-0015
K1 Bayesian inference
K1 Importance sampling
K1 Particle filter
K1 State—space model
K1 Stochastic volatility
K1 Mathematics
K1 Mathematical procedures
K1 Approximation
K1 Physical sciences
K1 Physics
K1 Microphysics
K1 Particle physics
K1 Particle density
K1 Applied sciences
K1 Research methods
K1 Modeling
K1 Pure mathematics
K1 Algebra
K1 Information science
K1 Data products
K1 Datasets
K1 Time series
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Descriptive statistics
K1 Measures of variability
K1 Statistical variance
K1 Quantum statistics
K1 Simulations
K1 Statistical models
K1 Time series models
K1 Economics
K1 Economic disciplines
K1 Applied economics
K1 Econometrics
K1 Economic statistics
JF Journal of Business & Economic Statistics
VO 24
IS 3
SP 329
OP 337
LK http://dx.doi.org/https://www.jstor.org/stable/27638882
DO https://www.jstor.org/stable/27638882
SF ELIB - SuUB Bremen

Export

RefWorks (nur Desktop-Version!)
Flow (Zuerst in Flow einloggen, dann importieren)