BibSonomy :: author  ::

bookmarks

publications

(120)

• Discovering Relational Items Sets Efficiently.
  Arne Koopman and Arno Siebes SDM 108-119 (2008)
  to dblp by dblp on 2008-06-11 00:00:00
  | URL | BibTeX  
• An introduction to state space time series analysis
  {Jacques J. F.} Commandeur and {Siem Jan} Koopman (2007)
  to imported by fbw on 2008-05-28 17:45:28
  | URL | BibTeX  
• Representing design tradeoffs in safety-critical systems.
  Jennifer Morris and Philip Koopman ACM SIGSOFT Software Engineering Notes 30 1-5 (2005)
  to dblp by dblp on 2008-05-08 00:00:00
  | URL | BibTeX  
• Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements
  Siem Jan Koopman and Borus Jungbacker and Eugenie Hol Journal of Empirical Finance 12 445--475 (2005)
  to Generalised autoregressive conditional heteroskedasticity model by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Forecasting daily time series using periodic unobserved components time series models
  Siem Jan Koopman and Marius Ooms Computational Statistics \& Data Analysis 51 885--903 (2006)
  to Periodic series time by smicha and 1 other person on 2008-04-23 14:55:19
  | URL | BibTeX  
• Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models
  Borus Jungbacker and Siem Jan Koopman Econometric Reviews 25 385--408 (2006)
  to imported by smicha on 2008-04-23 12:36:09
  | URL | BibTeX  
• Fast Filtering and Smoothing for Multivariate State Space Models
  S. J. Koopman and J. Durbin Journal of Time Series Analysis 21 281--296 (2000)
  to imported by smicha on 2008-04-22 17:47:36
  | URL | BibTeX  
• Filtering and smoothing of state vector for diffuse state-space models
  S. J. Koopman and J. Durbin Journal of Time Series Analysis 24 85--98 (2003)
  to imported by smicha on 2008-04-22 17:47:36
  | URL | BibTeX  
• Computing observation weights for signal extraction and filtering
  Siem Jan Koopman and Andrew Harvey Journal of Economic Dynamics and Control 27 1317--1333 (2003)
  to Kalman filter by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Empirical credit cycles and capital buffer formation
  Siem Jan Koopman and Andr{\'e} Lucas and Pieter Klaassen Journal of Banking \& Finance 29 3159--3179 (2005)
  to Credit risk by smicha on 2008-04-22 13:53:19
  | URL | BibTeX