Paul H. C. Eilers

Erasmus University Rotterdam (EUR) - Erasmus Medical Center (MC)

Doctor Molewaterplein 40

Rotterdam, South Holland 3015 GD

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

190

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Beyond Location and Dispersion Models: The Generalized Structural Time Series Model with Applications

Number of pages: 33 Posted: 13 Mar 2015
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM), London Metropolitan University, London Metropolitan University, ABM Analytics Ltd and Erasmus University Rotterdam (EUR) - Erasmus Medical Center (MC)
Downloads 139 (222,886)
Citation 2

Abstract:

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non-Gaussian parameter-driven time series, fast local estimation algorithm, time-varying skewness, time-varying kurtosis.

2.

Estimation of Nonparametric Density from Sparse Summary Information: Densities of Undiscovered Oil

USAEE Working Paper No. 13-124
Number of pages: 10 Posted: 10 May 2013
Erasmus University Rotterdam (EUR) - Erasmus Medical Center (MC), ABM Analytics Ltd, London Metropolitan University and London Metropolitan University
Downloads 51 (410,853)

Abstract:

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nonparametric density, smoothing penalties, constraint-based