-
1
-
-
51649182225
-
Markovian representation of of stochastic processes and its application to the analysis of autoregressive moving average processes
-
Akaike, H. (1974). Markovian representation of of stochastic processes and its application to the analysis of autoregressive moving average processes. Annals of the Institute of Statistical Mathematics, 26, 363-387.
-
(1974)
Annals of The Institute of Statistical Mathematics
, vol.26
, pp. 363-387
-
-
Akaike, H.1
-
3
-
-
70350121603
-
ARCH models
-
In R. Engle & D. McFadden (Eds.), Amsterdam: North Holland
-
Bollerslev, T., Engle, R., & Nelson, D. (1994). ARCH models. In R. Engle & D. McFadden (Eds.), Handbook of Econometrics (Vol. 4, pp. 2959-3038). Amsterdam: North Holland.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2959-3038
-
-
Bollerslev, T.1
Engle, R.2
Nelson, D.3
-
6
-
-
0004236492
-
-
3rd ed.). Baltimore: The Johns Hopkins University Press
-
Golub, G. & Van Loan, C. (1996). Matrix Computations (3rd ed.). Baltimore: The Johns Hopkins University Press.
-
(1996)
Matrix Computations
-
-
Golub, G.1
van Loan, C.2
-
11
-
-
3743067719
-
Messung, Analyse Und Prognose Von Veranderungen
-
In H. Feger & J. Bredenkamp (Eds.), Hypothesenprüfung, Band 5 der Serie Forschungsmethoden der Psychologie der Enzyklopädie der Psychologie, Gottingen, Germany: Hogrefe
-
Mobus, C. & Nagel, W. (1983). Messung, analyse und Prognose von Veranderungen [Measurement, analysis and prediction of change]. In H. Feger & J. Bredenkamp (Eds.), Hypothesenprüfung, Band 5 der Serie Forschungsmethoden der Psychologie der Enzyklopädie der Psychologie (pp. 239-470). Gottingen, Germany: Hogrefe.
-
(1983)
Measurement, Analysis and Prediction of Change
, pp. 239-470
-
-
Mobus, C.1
Nagel, W.2
-
12
-
-
0033473822
-
Monitoring pupil development by means of the Kalman filter and smoother based upon SEM state space modeling
-
Oud, J. H. L., Jansen, R. A. R. G., van Leeuwe, J., Aarnoutse, C. A. J., & Voeten, M. J. M. (2000). Monitoring pupil development by means of the Kalman filter and smoother based upon SEM state space modeling. Learning and Individual Differences, 11, 121-136.
-
(2000)
Learning and Individual Differences
, vol.11
, pp. 121-136
-
-
Oud, J.H.L.1
Jansen, R.A.R.G.2
van Leeuwe, J.3
Aarnoutse, C.A.J.4
Voeten, M.J.M.5
-
13
-
-
0003071798
-
Kalman filtering in discrete and continuous time based on longitudinal LISREL models
-
In J. Oud & R. van Blokland-Vogelesang (Eds.), Nijmegen, The Netherlands: ITS
-
Oud, J., van Leeuwe, J., & Jansen, R. (1993). Kalman filtering in discrete and continuous time based on longitudinal LISREL models. In J. Oud & R. van Blokland-Vogelesang (Eds.), Advances in Longitudinal and Multivariate Analysis in the Behavioral Sciences, (pp. 3-26). Nijmegen, The Netherlands: ITS.
-
(1993)
Advances In Longitudinal and Multivariate Analysis In the Behavioral Sciences
, pp. 3-26
-
-
Oud, J.1
van Leeuwe, J.2
Jansen, R.3
-
14
-
-
84939734910
-
Evaluation of likelihood functions for Gaussian signals
-
Schweppe, F. (1965). Evaluation of likelihood functions for Gaussian signals. IEEE Transactions on Information Theory, 11, 61-70.
-
(1965)
IEEE Transactions On Information Theory
, vol.11
, pp. 61-70
-
-
Schweppe, F.1
-
15
-
-
38349048554
-
Parameterschätzung In Zeitkontinuierlichen Dynamischen Sy-stemen
-
Konstanz, Germany: Hartung-Gorre-Verlag
-
Singer, H. (1990). Parameterschätzung in zeitkontinuierlichen dynamischen sy-stemen [Parameter estimation in continuous time dynamical systems]. Konstanz, Germany: Hartung-Gorre-Verlag.
-
(1990)
Parameter Estimation In Continuous Time Dynamical Systems
-
-
Singer, H.1
-
16
-
-
0003439708
-
-
Meersburg, Germany: Author
-
Singer, H. (1991). LSDE-A Program Package for the Simulation, Graphical Display, Optimal Filtering and Maximum Likelihood Estimation of Linear Stochastic Differential Equations, User's guide. Meersburg, Germany: Author.
-
(1991)
LSDE-A Program Package For the Simulation, Graphical Display, Optimal Filtering and Maximum Likelihood Estimation of Linear Stochastic Differential Equations, User's Guide
-
-
Singer, H.1
-
17
-
-
84981368454
-
Continuous-time dynamical systems with sampled data, errors of measurement and unobserved components
-
Singer, H. (1993). Continuous-time dynamical systems with sampled data, errors of measurement and unobserved components. Journal of Time Series Analysis, 14, 527-545.
-
(1993)
Journal of Time Series Analysis
, vol.14
, pp. 527-545
-
-
Singer, H.1
-
18
-
-
84974059055
-
Analytical score function for irregularly sampled continuous time stochastic processes with control variables and missing values
-
Singer, H. (1995). Analytical score function for irregularly sampled continuous time stochastic processes with control variables and missing values. Econometric Theory, 11,721-735.
-
(1995)
Econometric Theory
, vol.11
, pp. 721-735
-
-
Singer, H.1
-
19
-
-
38349076530
-
Stochastic differential equation models with sampled data
-
In K. van Montfort, H. Oud, & A. Satorra (Eds.), Longitudinal Models in the Behavioral and Related Sciences, Mahwah, NJ: Lawrence Erlbaum Associates
-
Singer, H. (2007). Stochastic differential equation models with sampled data. In K. van Montfort, H. Oud, & A. Satorra (Eds.). The European Association of Methodology (EAM) Methodology and Statistics Series: Vol. 2. Longitudinal Models in the Behavioral and Related Sciences (pp. 73-106). Mahwah, NJ: Lawrence Erlbaum Associates.
-
(2007)
The European Association of Methodology (EAM) Methodology and Statistics Series
, vol.2
, pp. 73-106
-
-
Singer, H.1
-
20
-
-
38349047149
-
Nonlinear continuous time modeling approaches in panel research
-
Singer, H. (2008). Nonlinear continuous time modeling approaches in panel research. Statistica Neerlandica, 62(1), 29-57.
-
(2008)
Statistica Neerlandica
, vol.62
, Issue.1
, pp. 29-57
-
-
Singer, H.1
-
23
-
-
0000546599
-
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
-
Watson, M. & Engle, R. (1983). Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models. Journal of Econometrics, 23,385-400.
-
(1983)
Journal of Econometrics
, vol.23
, pp. 385-400
-
-
Watson, M.1
Engle, R.2
|