Artykuły udostępnione publicznie: - Lennart HoogerheideWięcej informacji
Dostępne w jakimś miejscu: 13
Bayesian estimation of the garch (1, 1) model with student-t innovations
D Ardia, LF Hoogerheide
The R Journal 2 (2), 41-47, 2010
Upoważnienia: Swiss National Science Foundation
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
D Ardia, N Baştürk, L Hoogerheide, HK Van Dijk
Computational Statistics & Data Analysis 56 (11), 3398-3414, 2012
Upoważnienia: Swiss National Science Foundation
Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: The R package AdMit
D Ardia, LF Hoogerheide, HK Van Dijk
Journal of Statistical Software 29, 1-32, 2009
Upoważnienia: Swiss National Science Foundation
Admit: adaptive mixtures of student-t distributions
D Ardia, LF Hoogerheide, HK van Dijk
The R Journal 1 (1), 25-30, 2009
Upoważnienia: Swiss National Science Foundation
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
D Ardia, L Hoogerheide, HK van Dijk
Tinbergen Institute Discussion Paper, 2009
Upoważnienia: Swiss National Science Foundation
Joint Bayesian analysis of parameters and states in nonlinear non‐Gaussian state space models
I Barra, L Hoogerheide, SJ Koopman, A Lucas
Journal of Applied Econometrics 32 (5), 1003-1026, 2017
Upoważnienia: Danish National Research Foundation, Netherlands Organisation for Scientific …
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference
N Baştürk, S Grassi, L Hoogerheide, A Opschoor, HK Van Dijk
Journal of Statistical Software 79, 1-40, 2017
Upoważnienia: Netherlands Organisation for Scientific Research
Analysis of historical time series with messy features: The case of commodity prices in Babylonia1
SJ Koopman, L Hoogerheide
A History of Market Performance, 45-67, 2014
Upoważnienia: Royal Netherlands Academy of Arts and Sciences
To Bridge, to Warp or to Wrap?
D David, L Hoogerheide, H van Dijk
Discussion paper/Tinbergen Institute, 2009
Upoważnienia: Swiss National Science Foundation
AdMit: adaptive mixtures of student-t distributions
D David, L Hoogerheide, H van Dijk
The R Journal 1 (EI-1516), 25-30, 2009
Upoważnienia: Swiss National Science Foundation
The AdMit Package
D Ardia, LF Hoogerheide, HK van Dijk
Upoważnienia: Swiss National Science Foundation
The AdMit Package
D David, LF Hoogerheide, HK Dijk
Report/Econometric Institute, Erasmus University Rotterdam, 1-7, 2008
Upoważnienia: Swiss National Science Foundation
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation
D Ardia, LF Hoogerheide, HK van Dijk
Tinbergen Institute Discussion Paper, 2008
Upoważnienia: Swiss National Science Foundation
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