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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Subject Kalman filter
Showing results 1 to 11 of 11
| Issue Date | Title | Author(s) | Type | | Mar-2008 | Bootstrap prediction intervals in State Space models | Rodríguez, Alejandro; Ruiz, Esther [ortega] | workingPaper |
| 2009 | Bootstrap prediction intervals in state space models | Rodríguez, Alejandro; Ruiz, Esther [ortega] | article |
| Nov-1995 | Combining information in statistical modelling | Peña, Daniel | workingPaper |
| Feb-1998 | Detection and estimation of structural changes and ouliers in unobserved components | Kaiser, Regina | workingPaper |
| Sep-2011 | Estimating US persistent and transitory monetary shocks: implications for monetary policy | Lafuente, Juan Angel; Pérez, Rafaela; Ruiz, Jesús | workingPaper |
| 2004 | Estimation methods for stochastic volatility models: a survey | Broto, Carmen; Ruiz, Esther [ortega] | article |
| Feb-1997 | Missing observations in ARIMA models: skipping strategy versus additive outlier approach | Gómez, Víctor; Maravall, Agustín; Peña, Daniel | workingPaper |
| Jul-1995 | On credibility and robustness with the Kalman filter | Garrido, José; Romera, Rosario | workingPaper |
| Nov-1996 | Pooling information and forecasting with dynamic factor analysis | Peña, Daniel; Poncela, Pilar | workingPaper |
| 1994 | Quasi-Maximum Likelihood estimation of Stochastic Volatility models | Ruiz, Esther [ortega] | article |
| Dec-2009 | Volatility and covariation of financial assets: a high-frequency analysis | Cartea, Álvaro [acartea]; Karyampas, Dimitrios | workingPaper |
Showing results 1 to 11 of 11
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