1.Systemic risk diagnostics: coincident indicators and early warning signals

作　　者：Bernd Schwaab ;Siem Jan Koopman ;André Lucas

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2011 ;.

出版社：European Central Bank

文章 ID：89238939

文章详细全文下载
2.Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008

作　　者：Siem Jan Koopman ;André Lucas ;Bernd Schwaab

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2012 ;.

出版社：European Central Bank

文章 ID：89239108

文章详细全文下载
3.Observation driven mixed-measurement dynamic factor models with an application to credit risk

作　　者：Drew Creal ;Bernd Schwaab ;Siem Jan Koopman 等

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2013 ;.

出版社：European Central Bank

文章 ID：89283743

文章详细全文下载
4.Global credit risk: world country and industry factors

作　　者：Bernd Schwaab ;Siem Jan Koopman ;ré Lucas

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2016 ;.

出版社：European Central Bank

文章 ID：185268185

文章详细全文下载
5.Statistical Software for State Space Methods

作　　者：Jacques J. F. Commandeur ;Siem Jan Koopman ;Marius Ooms

出　　处：Journal of Statistical Software. 2011 ;41(1):1-18.

出版社：University of California, Los Angeles

文章 ID：191598795

文章详细全文下载
6.Feasible invertibility conditions and maximum likelihood estimation for observation-driven models

作　　者：Francisco Blasques ;Paolo Gorgi ;Siem Jan Koopman 等

出　　处：Electronic Journal of Statistics. 2018 ;12(1):1019-1052.doi:10.1214/18-EJS1416

出版社：Institute of Mathematical Statistics

文章 ID：1026081619

文章详细
7.Stationarity and ergodicity of univariate generalized autoregressive score processes

作　　者：Francisco Blasques ;Siem Jan Koopman ;André Lucas

出　　处：Electronic Journal of Statistics. 2014 ;8(1):1088-1112.doi:10.1214/14-EJS924

出版社：Institute of Mathematical Statistics

文章 ID：1026082122

文章详细

	有本地全文	5篇
	有全文链接	2篇

	Jacques J. F. Commandeur	1篇
	Marius Ooms	1篇
	Olivier Wintenberger	1篇
	Paolo Gorgi	1篇
	ré Lucas	1篇

	投资	4篇
	统计学	3篇

全文

出版年度

作者

文章类型

来源期刊

学科主题

语种

国别/地区

检索条件:"( ( 高级检索(( ((AU:(("Siem Jan Koopman")))) )) ) )"

	Siem Jan Koopman	7篇
	André Lucas	4篇
	Bernd Schwaab	4篇
	Francisco Blasques	2篇
	Drew Creal	1篇

	Euro Area Balance of Payments and International Investment Position Statistics	4篇
	Electronic Journal of Statistics	2篇
	Journal of Statistical Software	1篇

	2018	1篇
	2016	1篇
	2014	1篇
	2013	1篇
	2012	1篇