呻吟
发表于 2025-3-21 18:45:52
书目名称State-Space Models影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0876143<br><br> <br><br>书目名称State-Space Models读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0876143<br><br> <br><br>
种子
发表于 2025-3-21 23:36:16
http://reply.papertrans.cn/88/8762/876143/876143_2.png
商品
发表于 2025-3-22 03:51:14
The Extended Liu and West Filter: Parameter Learning in Markov Switching Stochastic Volatility Modeld Smith (1993) bootstrap filters. Using simulated data following Markov Switching Stochastic Volatility models, we show that the LW particle filter degenerates and has the largest Monte Carlo error, while the auxiliary particle filter (APF) + sufficient statistics (SS) outperforms. Our APF + SS filt
CURB
发表于 2025-3-22 07:16:58
A Survey of Implicit Particle Filters for Data Assimilationgions of the target probability density function (pdf) so that the number of particles required for a good approximation of this pdf remains manageable, even if the dimension of the state space is large. We explain how this idea is implemented, discuss special cases of practical importance, and work
会议
发表于 2025-3-22 09:36:37
http://reply.papertrans.cn/88/8762/876143/876143_5.png
把…比做
发表于 2025-3-22 13:39:27
http://reply.papertrans.cn/88/8762/876143/876143_6.png
Arrhythmia
发表于 2025-3-22 17:43:28
The State Space Representation and Estimation of a Time-Varying Parameter VAR with Stochastic Volatito vector autoregressions (VARs). The state space representation that links the transition of possibly unobserved state variables with observed variables is a useful tool to estimate VARs with time-varying coefficients or stochastic volatility. In this paper, we discuss how to estimate VARs with tim
STELL
发表于 2025-3-22 23:16:14
A Statistical Investigation of Stock Return Decomposition Based on the State-Space Frameworkations in discount rates (aka expected returns) that are presented in the extant literature. He notes that theory suggests that fluctuations in the price-dividend ratio should be primarily due to movements in expected cash flows (dividend growth). However, the empirical literature finds that it is p
阻挠
发表于 2025-3-23 04:47:52
A HMM Intensity-Based Credit Risk Model and Filtering model can be viewed as a “dynamic” version of a frailty-based approach to describe the dependent default risk, where firms are exposed to a common hidden dynamic frailty factor described by a hidden Markov chain. Filtering equations and filter-based estimates of the model, in recursive forms, are d
defuse
发表于 2025-3-23 07:18:26
http://reply.papertrans.cn/88/8762/876143/876143_10.png