//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of the Institute of Statistical Mathematics"
~language:"und"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Continuous-time stochastic models
1
EM algorithm
1
Kalman Filter
1
Non-linear time series
1
approximation of diffusion processes
1
continuous-time ARMA process
1
mixed model prediction
1
restricted maximum likelihood
1
smoothing splines
1
stochastic differential equation
1
threshold model
1
unequally spaced observations
1
variance components
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
Author
All
Brockwell, P.
1
Ledolter, Johannes
1
Stramer, O.
1
Tsimikas, John
1
Published in...
All
Annals of the Institute of Statistical Mathematics
Physica A: Statistical Mechanics and its Applications
33
MPRA Paper
13
Quantitative Finance
13
Computational Statistics
11
Mathematical Methods of Operations Research
11
Statistical Inference for Stochastic Processes
9
Statistics & Probability Letters
9
Finance and Stochastics
8
Economic Theory
7
Finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
CEPR Discussion Papers
6
European Journal of Operational Research
6
Stochastic Processes and their Applications
6
Mathematics and Computers in Simulation (MATCOM)
5
Post-Print / HAL
5
Dynamic Games and Applications
4
Insurance: Mathematics and Economics
4
Journal of Economic Dynamics and Control
4
Journal of Economic Theory
4
SFB 373 Discussion Papers
4
Tinbergen Institute Discussion Papers
4
Annals of Finance
3
Applied Mathematical Finance
3
Department of Economics, Working Paper Series
3
Economics Letters
3
Economics Papers from University Paris Dauphine
3
Journal of Empirical Finance
3
Journal of Global Optimization
3
LSE Research Online Documents on Economics
3
Management Science
3
PIER Working Paper Archive
3
Santa Cruz Department of Economics, Working Paper Series
3
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Transportation Research Part B: Methodological
3
Working Paper
3
2006 Meeting Papers
2
Bulletin of the Czech Econometric Society
2
CFS Working Paper Series
2
more ...
less ...
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analysis of Multi-Unit Variance Components Models with State Space Profiles
Tsimikas, John
;
Ledolter, Johannes
- In:
Annals of the Institute of Statistical Mathematics
50
(
1998
)
1
,
pp. 147-164
Persistent link: https://www.econbiz.de/10005395594
Saved in:
2
On the approximation of
continuous
time
threshold ARMA processes
Brockwell, P.
;
Stramer, O.
- In:
Annals of the Institute of Statistical Mathematics
47
(
1995
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10005169284
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->