עקוב אחר
Cees Diks
Cees Diks
Professor of Data Analysis and Economic Statistics, Universiteit van Amsterdam
כתובת אימייל מאומתת בדומיין uva.nl
כותרת
צוטט על ידי
צוטט על ידי
שנה
Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling
JA Vrugt, CJF ter Braak, CGH Diks, BA Robinson, JM Hyman, D Higdon
International journal of nonlinear sciences and numerical simulation 10 (3 …, 2009
12522009
A new statistic and practical guidelines for nonparametric Granger causality testing
C Diks, V Panchenko
Journal of Economic Dynamics and Control 30 (9-10), 1647-1669, 2006
11402006
Improved treatment of uncertainty in hydrologic modeling: Combining the strengths of global optimization and data assimilation
JA Vrugt, CGH Diks, HV Gupta, W Bouten, JM Verstraten
Water resources research 41 (1), 2005
6932005
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
SD Bekiros, CGH Diks
Energy Economics 30 (5), 2673-2685, 2008
4762008
A note on the Hiemstra-Jones test for Granger non-causality
C Diks, V Panchenko
Studies in nonlinear dynamics & econometrics 9 (2), 2005
3122005
Hydrologic data assimilation using particle Markov chain Monte Carlo simulation: Theory, concepts and applications
JA Vrugt, CJF ter Braak, CGH Diks, G Schoups
Advances in Water Resources 51, 457-478, 2013
2232013
Reversibility as a criterion for discriminating time series
C Diks, JC Van Houwelingen, F Takens, J DeGoede
Physics Letters A 201 (2-3), 221-228, 1995
2201995
Nonlinear time series analysis: methods and applications
C Diks
World Scientific, 1999
2111999
Likelihood-based scoring rules for comparing density forecasts in tails
C Diks, V Panchenko, D Van Dijk
Journal of Econometrics 163 (2), 215-230, 2011
1932011
Comparison of point forecast accuracy of model averaging methods in hydrologic applications
CGH Diks, JA Vrugt
Stochastic Environmental Research and Risk Assessment 24, 809-820, 2010
1932010
Detecting differences between delay vector distributions
C Diks, WR Van Zwet, F Takens, J DeGoede
Physical Review E 53 (3), 2169, 1996
1631996
Ensemble Bayesian model averaging using Markov chain Monte Carlo sampling
JA Vrugt, CGH Diks, MP Clark
Environmental fluid mechanics 8, 579-595, 2008
1582008
Efficient implementation of the Gaussian kernel algorithm in estimating invariants and noise level from noisy time series data
D Yu, M Small, RG Harrison, C Diks
Physical Review E 61 (4), 3750, 2000
1272000
Herding, a-synchronous updating and heterogeneity in memory in a CBS
C Diks, R Van Der Weide
Journal of Economic dynamics and control 29 (4), 741-763, 2005
1172005
Estimating invariants of noisy attractors
C Diks
Physical review E 53 (5), R4263, 1996
1141996
Nonlinear analysis of epicardial atrial electrograms of electrically induced atrial fibrillation in man
BPT Hoekstra, CGH Diks, MA Allessie, J De Goedb
Journal of cardiovascular electrophysiology 6 (6), 419-440, 1995
1051995
Critical slowing down as an early warning signal for financial crises?
C Diks, C Hommes, J Wang
Empirical Economics 57, 1201-1228, 2019
1022019
Simulation study of direct causality measures in multivariate time series
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Entropy 15 (7), 2635-2661, 2013
1002013
Financial networks based on Granger causality: A case study
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Physica A: Statistical Mechanics and its Applications 482, 65-73, 2017
902017
Multi‐objective calibration of forecast ensembles using Bayesian model averaging
JA Vrugt, MP Clark, CGH Diks, Q Duan, BA Robinson
Geophysical Research Letters 33 (19), 2006
892006
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מאמרים 1–20