Filtering with heavy tails

Autor: Harvey, A. C. 1947-, Luati, Alessandra
Rok: 2014

Dynamic models for volatility and heavy tails with applications to financial and economic time series

Autor: Harvey, A. C.
Rok: 2013

Dynamic models for volatility and heavy tails : with applications to financial and economic time series

Autor: Harvey, A. C. 1947-
Rok: 2013

Dynamic models for volatility and heavy tails : with applications to financial and economic time series

Autor: Harvey, A. C. Dynamic Models for Volatility & Heavy Tails

Rok: 2013

Readings in unobserved components models

Rok: 2005

Readings in unobserved components models

Rok: 2005

State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin

State Space & Unobserved Component Models
Rok: 2004

Testing for the presence of a random walk in series with structural breaks

Autor: Busetti, Fabio, Harvey, A. C. 1947-
Rok: 1998

Messy time series : a unified approach

Autor: Harvey, A. C. 1947-, Penzer, Jeremy, Koopman, Siem-Jan, 1963-
Rok: 1997

Testing for a slowly changing level with special reference to stochastic volatility

Autor: Harvey, A. C. 1947-, Streibel, Mariane
Rok: 1996

Multivariate structural time series models

Autor: Harvey, A. C. 1947-, Koopman, Siem-Jan, 1963-
Rok: 1996

Forecasting, structural time series models and the Kalman filter

Autor: Harvey, A. C. 1947-
Rok: 1996

Forecasting, structural time series models, and the Kalman filter

Autor: Harvey, A. C. Forecasting, Structural Time Series Models & the Kalman Filter

Rok: 1989