Model-based measurement of latent risk in time series with applications

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Original language	English
Pages (from-to)	265 - 277
Number of pages	13
Journal	Journal of the Royal Statistical Society Series A-Statistics in Society
Volume	171
Publication status	Published - 2008

Cite this

@article{f29c08886eeb407092c093bc7fe949d2,

title = "Model-based measurement of latent risk in time series with applications",

author = "Frits Bijleveld and Jacques Commandeur and Gould, \{Phillip Geoffrey\} and Koopman, \{Siem Jan\}",

year = "2008",

language = "English",

volume = "171",

pages = "265 -- 277",

journal = "Journal of the Royal Statistical Society Series A-Statistics in Society",

issn = "0964-1998",

publisher = "Oxford University Press",

}

TY - JOUR

T1 - Model-based measurement of latent risk in time series with applications

AU - Bijleveld, Frits

AU - Commandeur, Jacques

AU - Gould, Phillip Geoffrey

AU - Koopman, Siem Jan

PY - 2008

Y1 - 2008

M3 - Article

SN - 0964-1998

VL - 171

SP - 265

EP - 277

JO - Journal of the Royal Statistical Society Series A-Statistics in Society

JF - Journal of the Royal Statistical Society Series A-Statistics in Society

ER -