المؤلفون: Lafit, Ginette^{Aff1, IDs1342802402435y_cor1}, Artner, Richard, Ceulemans, Eva

المصدر: Behavior Research Methods. 56(7):8105-8131

المؤلفون: Gong, Huanhuan, Huang, Yu^{Aff1, Aff2}, Fu, Zuntao^{Aff1, IDs00704024049177_cor3}

المصدر: Theoretical and Applied Climatology. 155(6):4653-4662

المؤلفون: Mukerjee, Rahul^{Aff1, IDs00180023013286_cor1}

المصدر: Computational Statistics. 39(2):891-904

المؤلفون: Majumdar, Satya N., Schehr, Grégory

المساهمون: Majumdar, Satya N., Schehr, Grégory

المصدر: Statistics of Extremes and Records in Random Sequences.

الإتاحة: https://doi.org/10.1093/9780191838781.003.0008

المؤلفون: Benar, Cem, Akansu, Ali N.

المصدر: 2022 56th Annual Conference on Information Sciences and Systems (CISS) Information Sciences and Systems (CISS), 2022 56th Annual Conference on. :275-280 Mar, 2022

Relation: 2022 56th Annual Conference on Information Sciences and Systems (CISS)

المؤلفون: Acosta Argueta, Lesly María

المساهمون: University/Department: Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa

مرشدي الرسالة: Muñoz Gràcia, Maria Pilar

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: Particle filtering, Sequential Monte Carlo method, Kalman filter, Parameter estimation, State-space model, Linear local level and AR(1) plus noise models, Nonlinear stochastic volatility model, Residual and stratified resampling, Signal-to-Noise ratio

وصف الملف: application/pdf

URL الوصول: http://hdl.handle.net/10803/134356

المؤلفون: Reza HABIBI

المصدر: Financial Studies, Vol 28, Iss 2, Pp 6-18 (2024)

مصطلحات موضوعية: ar(1) process, abrupt changes, business cycles, markov chain, regime-switching probabilities, split thresholds, Finance, HG1-9999

وصف الملف: electronic resource

Relation: http://fs.icfm.ro/Paper01.FS2.2024.pdf; https://doaj.org/toc/2066-6071

URL الوصول: https://doaj.org/article/2b3777770b6441b5b565fec50d811eaa

المؤلفون: Li, Y., Munir, T., Hu, X.

المصدر: IEEE Access Access, IEEE. 10:111188-111209 2022

المؤلفون: Zhang, Rui^{Aff1, IDs00477023025359_cor1}, Zhang, Yong^{Aff2, IDs00477023025359_cor2}

المصدر: Stochastic Environmental Research and Risk Assessment. 37(12):4755-4763

المؤلفون: Faghih, Homayoun, Behmanesh, Javad^{Aff2, IDs00477023025033_cor2}

المصدر: Stochastic Environmental Research and Risk Assessment. 37(11):4215-4227