Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Hermann Singer"'
Autor:
Hermann Singer
Publikováno v:
The Journal of Mathematical Sociology. 40:167-184
We discuss generalized least squares (GLS) and maximum likelihood (ML) estimation for structural equations models (SEM), when the sample moment matrices are possibly singular. This occurs in several instances, for example, for panel data when there a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86c332a9d283d3325288b981ca7e3bed
https://doi.org/10.1080/0022250x.2016.1162790
https://doi.org/10.1080/0022250x.2016.1162790
Autor:
Hermann Singer
Publikováno v:
Continuous Time Modeling in the Behavioral and Related Sciences ISBN: 9783319772189
The likelihood function of a nonlinear continuous-discrete state-space model with state dependent diffusion function is computed by integrating out the latent variables with the help of Langevin sampling. The continuous-time paths are discretized on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d088ee0b017224ada11ae1296d027f8
https://doi.org/10.1007/978-3-319-77219-6_16
https://doi.org/10.1007/978-3-319-77219-6_16
Autor:
Hermann Singer
Publikováno v:
IEEE Transactions on Automatic Control. 60:2476-2481
The conditional Gauss–Hermite filter (CGHF) utilizes a decomposition of the filter density by conditioning on an appropriate part of the state vector. In contrast to the usual Gauss—Hermite filter (GHF) it is only assumed that the terms in the de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::487a5831cc3b919441cec614411e2096
https://doi.org/10.1109/tac.2015.2394952
https://doi.org/10.1109/tac.2015.2394952
Autor:
Hermann Singer
Publikováno v:
AStA Advances in Statistical Analysis. 98:345-369
The solution of the Kolmogorov backward equation is expressed as a functional integral by means of the Feynman–Kac formula. The expectation value is approximated as a mean over trajectories. In order to reduce the variance of the estimate, importan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d60775f848d5b2f1c5d81b17cac94b2
https://doi.org/10.1007/s10182-013-0223-z
https://doi.org/10.1007/s10182-013-0223-z
Autor:
Hermann Singer
Publikováno v:
The Journal of Mathematical Sociology. 36:22-43
Linear stochastic differential equations are expressed as an exact discrete model (EDM) and estimated with structural equation models (SEMs) and the Kalman filter (KF) algorithm. The oversampling approach is introduced in order to formulate the EDM o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e2af0224008f2a193d3aebea11c6069
https://doi.org/10.1080/0022250x.2010.532259
https://doi.org/10.1080/0022250x.2010.532259
Autor:
Hermann Singer
Publikováno v:
AStA Advances in Statistical Analysis. 95:375-413
Continuous time models with sampled data possess several advantages over conventional discrete time series and panel models (cf., e.g. special issue Stat. Neerl. 62(1), 2008). For example, data with unequal time intervals between the waves can be tre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e593b299edb0503577c5ad5a1d6ad04
https://doi.org/10.1007/s10182-011-0172-3
https://doi.org/10.1007/s10182-011-0172-3
Autor:
Ramin Aghajafari, Hermann Singer
Publikováno v:
Engineering Analysis with Boundary Elements. 34:440-446
In this paper, a novel time-domain integral equation (TDIE) approach is presented to analyze the transient electromagnetic response from three-dimensional dielectric/conducting composite structures. The composite bodies with different materials and c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82b4b4b67e2f32c892eff23d4209c439
https://doi.org/10.1016/j.enganabound.2009.12.003
https://doi.org/10.1016/j.enganabound.2009.12.003
Autor:
Hermann Singer
Publikováno v:
AStA Advances in Statistical Analysis. 92:179-195
We consider a generalization of the Gauss–Hermite filter (GHF), where the filter density is represented by a Hermite expansion with leading Gaussian term (GGHF). Thus, the usual GHF is included as a special case. The moment equations for the time u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ac5d51dcf51030eb5c362b0ebd098d6
https://doi.org/10.1007/s10182-008-0068-z
https://doi.org/10.1007/s10182-008-0068-z
Autor:
Hermann Singer
Publikováno v:
Statistica Neerlandica. 62:29-57
Stochastic differential equations (SDE) are used as dynamical models for cross-sectional discrete time measurements (panel data). Thus causal effects are formulated on a fundamental infinitesimal time scale. Cumulated causal effects over the measurem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c965d745ef0538baaf384f399710bf3
https://doi.org/10.1111/j.1467-9574.2007.00373.x
https://doi.org/10.1111/j.1467-9574.2007.00373.x
Autor:
Johan H. L. Oud, Hermann Singer
Publikováno v:
Statistica Neerlandica. 62:4-28
Although convincing arguments have been put forward for continuous-time modeling, its use in panel research is rare. In one approach, classical N = 1 state-space modeling procedures are adapted for panel analysis to estimate the exact discrete model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d637ca5f912ab9799ae3387e7f38366
https://doi.org/10.1111/j.1467-9574.2007.00376.x
https://doi.org/10.1111/j.1467-9574.2007.00376.x