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State Space Models for Dynamic Style Analysis of PortfoliosState Space Models for Dynamic Style Analysis of Portfolios
(Sociedade Brasileira de Econometria, 2006)
The External Finance Premium in Brazil: Empirical Analyses Using State Space Models
(Sociedade Brasileira de Econometria, 2016)
Outliers, structural shifts and heavy-tailed distributions in state space time series models
(Pakistan Journal of Statistics, 2002-12)
In this work a general method is developed for handling outliers, structural shifts and heavy-tailed distributions in linear state space time series models. The basic tool we use for dealing with outliers and structural ...
Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility ModelExact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model
(Sociedade Brasileira de Econometria, 2003)
Flexible and practical modeling of animal telemetry data: Hidden Markov models and extensions
(Ecological Society of America, 2012-11-01)
We discuss hidden Markov-type models for fitting a variety of multistate random walks to wildlife movement data. Discrete-time hidden Markov models (HMMs) achieve considerable computational gains by focusing on observations ...
EM-based optimization of microwave circuits using artificial neural networks: the state of the art
(IEEE Trans. Microwave Theory Tech.;52, 2004-01)
EM-based optimization of microwave circuits using artificial neural networks: the state of the art
(IEEE Trans. Microwave Theory Tech.;52, 2004-01)
Model used to determine the daily average demand of electric energy in Argentina - A state space approach
(Pakistan Journal of Statistics, 2003)
Predicting Electricity Consumption in Misan Province of Iraq Using Univariate Time Series Analysis
(Universidad del Zulia, 2019)
Predicting Electricity Consumption in Misan Province of Iraq Using Univariate Time Series Analysis
(Universidad del Zulia, 2019)