J. Commandeur
2007–2014
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom J. Commandeur trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Commandeur overall
Papers from J. Commandeur's perspective
Ordered by how strongly the researchers J. Commandeur trusts endorse each paper. Same corpus, a different order for every researcher.
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Time Series Analysis by State Space Methods
- Time Series: Theory and Methods
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The Distribution of Realized Exchange Rate Volatility
- Continuous-time ARMA processes
- Spatial Interaction and the Statistical Analysis of Lattice Systems
- Multivariate CARMA processes
- Estimating the Dimension of a Model
- Econometric analysis of jump-driven stochastic volatility models
Their papers
- PROXSCAL: A Multidimensional Scaling Program for Individual Differences Scaling with Constraints (2014) — 71 citations
- An Introduction to State Space Time Series Analysis (2007) — 339 citations