المؤلفون: Kleppe, Tore Selland, Liesenfeld, Roman

مصطلحات موضوعية: Statistics - Computation

URL الوصول: http://arxiv.org/abs/2311.14492

المؤلفون: Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman, Oglend, Atle

مصطلحات موضوعية: Statistics - Applications, Statistics - Computation

URL الوصول: http://arxiv.org/abs/2001.03984

المؤلفون: Kleppe, Tore Selland, Liesenfeld, Roman, Moura, Guilherme Valle, Oglend, Atle

مصطلحات موضوعية: Statistics - Computation, Economics - Econometrics, Statistics - Methodology

URL الوصول: http://arxiv.org/abs/1908.07798

المؤلفون: Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman

مصطلحات موضوعية: Statistics - Computation

URL الوصول: http://arxiv.org/abs/1812.07929

المؤلفون: Grothe, Oliver, Kleppe, Tore Selland, Liesenfeld, Roman

مصطلحات موضوعية: Statistics - Computation, Statistics - Methodology

URL الوصول: http://arxiv.org/abs/1601.01125

المؤلفون: Liesenfeld, Roman.

مصطلحات موضوعية: Wertpapierkurs

الاتاحة: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=007992456&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

المؤلفون: Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman, Oglend, Atle

مصطلحات موضوعية: ddc:330, Bayesian posterior analysis, commodity price dynamics, particle marginal Metropolis-Hastings, state-space model

Relation: gbv-ppn:1782088059; Journal: Econometrics; Volume: 9; Year: 2021; Issue: 4; Pages: 1-24; Basel: MDPI; http://hdl.handle.net/10419/248266

الاتاحة: http://hdl.handle.net/10419/248266
https://doi.org/10.3390/econometrics9040040

المؤلفون: Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman

المصدر: Journal of Computational And Graphical Statistics (JCGS)

مصطلحات موضوعية: VDP::Matematikk og Naturvitenskap: 400

وصف الملف: application/pdf

Relation: Osmundsen, K.K., Kleppe, T.S., Liesenfeld, R. (2021) Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. Journal of Computational and Graphical Statistics; urn:issn:1061-8600; https://hdl.handle.net/11250/2761723; https://doi.org/10.1080/10618600.2021.1923519; cristin:1906608

الاتاحة: https://hdl.handle.net/11250/2761723
https://doi.org/10.1080/10618600.2021.1923519

المؤلفون: LIESENFELD, ROMAN, RICHARD, JEAN-FRANÇOIS, VOGLER, JAN

المصدر: Journal of Applied Econometrics, 2017 Apr 01. 32(3), 600-620.

URL الوصول: https://www.jstor.org/stable/26609751

المؤلفون: Liesenfeld, Roman, Richard, Jean-François

المصدر: Journal of Business & Economic Statistics, 2003 Oct 01. 21(4), 570-576.

URL الوصول: https://www.jstor.org/stable/1392329

المؤلفون: Liesenfeld, Roman, Jung, Robert C.

المصدر: Journal of Applied Econometrics, 2000 Mar 01. 15(2), 137-160.

URL الوصول: https://www.jstor.org/stable/2678528

المؤلفون: Liesenfeld, Roman

المصدر: Journal of Business & Economic Statistics, 1998 Jan 01. 16(1), 101-109.

URL الوصول: https://www.jstor.org/stable/1392020

المؤلفون: Jung, Robert, Kukuk, Martin, Liesenfeld, Roman

مصطلحات موضوعية: ddc:510, Statistics for Business, Management, Economics, Finance, Insurance, Statistics for Social Sciences, Humanities, Law, general

Relation: Journal: AStA Wirtschafts- und Sozialstatistisches Archiv; Volume: 14; Year: 2020; Issue: 2; Pages: 121-124; Berlin, Heidelberg: Springer; https://hdl.handle.net/10419/289163

الاتاحة: https://hdl.handle.net/10419/289163
https://doi.org/10.1007/s11943-020-00271-y

المؤلفون: Reh, Laura, Krueger, Fabian, Liesenfeld, Roman

مصطلحات الفهرس: ddc:330, doc-type:article, publishedVersion

URL: https://kups.ub.uni-koeln.de/66903/
https://doi.org/10.1080/07350015.2022.2035226
https://kups.ub.uni-koeln.de/66903
https://doi.org/10.1080/07350015.2022.2035226
10.1080/07350015.2022.2035226

المؤلفون: Reh, Laura, Krüger, Fabian, Liesenfeld, Roman

مصطلحات موضوعية: ddc:330, C14, C32, C51, C53, C58, G11, G17, Consistent loss function, Elicitability, Forecasting, Generalized autoregressivescore, Nonlinear shrinkage, Recursive least squares

Relation: Series: KIT Working Paper Series in Economics; No. 141; gbv-ppn:1724841408; http://hdl.handle.net/10419/222498; RePEc:zbw:kitwps:141

الاتاحة: http://hdl.handle.net/10419/222498

المؤلفون: DeJONG, DAVID N., LIESENFELD, ROMAN, MOURA, GUILHERME V., RICHARD, JEAN-FRANÇOIS, DHARMARAJAN, HARIHARAN

المصدر: The Review of Economic Studies, 2013 Apr 01. 802 (283), 538-567.

URL الوصول: https://www.jstor.org/stable/43551495

المؤلفون: Vogler, Jan, Liesenfeld, Roman, Richard, Jean-Francois

مصطلحات موضوعية: ddc:330, C15, C01, C23

Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2015: Ökonomische Entwicklung - Theorie und Politik - Session: Microeconometric Modelling; No. D22-V3; http://hdl.handle.net/10419/113131; RePEc:zbw:vfsc15:113131

الاتاحة: http://hdl.handle.net/10419/113131

المؤلفون: Jung, Robert C., Liesenfeld, Roman, Richard, Jean-François

المصدر: Journal of Business & Economic Statistics, 2011 Jan 01. 29(1), 73-85.

URL الوصول: http://dx.doi.org/10.1198/jbes.2009.08212

المؤلفون: Kleppe, Tore Selland, Liesenfeld, Roman, Moura, Guilherme Valle, Oglend, Atle

مصطلحات موضوعية: ddc:no

Relation: Kleppe, Tore Selland, Liesenfeld, Roman orcid:0000-0001-6996-6215 , Moura, Guilherme Valle and Oglend, Atle (2022). Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. Econom. Stat., 23. S. 105 - 128. AMSTERDAM: ELSEVIER. ISSN 2452-3062

الاتاحة: https://kups.ub.uni-koeln.de/67419/

المؤلفون: Reh, Laura, Krüger, Fabian, Liesenfeld, Roman

المصدر: Journal of Business & Economic Statistics ; ISSN: 0735-0015, 1537-2707

مصطلحات موضوعية: ddc:330, Economics, info:eu-repo/classification/ddc/330, eco, stat

Relation: https://publikationen.bibliothek.kit.edu/1000144618

الاتاحة: https://publikationen.bibliothek.kit.edu/1000144618