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Oliver Grothe

Identifiers

  • name variant Oliver Grothe 0.60 · backfill

Papers (5)

  1. The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models stat.CO · 2016 · author #1
  2. Vine Constructions of Levy Copulas stat.OT · 2012 · author #1
  3. A higher order correlation unscented Kalman filter stat.ME · 2012 · author #1
  4. Measuring Association between Random Vectors stat.ME · 2011 · author #1
  5. Estimating correlation and covariance matrices by weighting of market similarity q-fin.ST · 2010 · author #3

Mentions

  • 1207.4309 #1 · backfill · confidence 0.70 Oliver Grothe
  • 1207.4300 #1 · backfill · confidence 0.70 Oliver Grothe
  • 1107.4381 #1 · backfill · confidence 0.70 Oliver Grothe
  • 1006.5847 #3 · backfill · confidence 0.70 Oliver Grothe

Frequent Coauthors