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dc.contributor.authorScharth Figueiredo Pinto, M.en_US
dc.date.accessioned2013-02-19T06:50:11Z
dc.date.available2013-02-19T06:50:11Z
dc.date.issued2012-12-17en_US
dc.identifier.urihttp://hdl.handle.net/1871/39300
dc.description.sponsorshipKoopman, S.J. [Promotor]en_US
dc.description.sponsorshipLucas, A. [Promotor]en_US
dc.format.extent205 pen_US
dc.language.isoenen_US
dc.publisherAmsterdam: Vrije Universiteiten_US
dc.subjectstate space modelsen_US
dc.subjectimportance samplingen_US
dc.subjectstochastic volatilityen_US
dc.subjectrealised volatilityen_US
dc.subjectsimulated maximum likelihooden_US
dc.subjectKalman filteren_US
dc.subjectgeneralised autoregressive score models.en_US
dc.titleEssays on Monte Carlo Methods for State Space Modelsen_US
dc.typeDoctoral thesisen_US


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