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Publications by Marcel Scharth

Predicting Time-Varying Parameters With Parameter-Driven and Observation-Driven Models

Review of Economics and Statistics

Social Sciences

English

Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models

SSRN Electronic Journal

English

Related publications

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

SSRN Electronic Journal

English

Observation-Driven Models for Poisson Counts

Applied Mathematics

Biological Sciences

English

Activity Driven Modeling of Time Varying Networks

Scientific Reports

Multidisciplinary

English

Observation-Driven Models for Realized Variances and Overnight Returns

SSRN Electronic Journal

English

Data-Driven Prediction of EVAR With Confidence in Time-Varying Datasets

English

Real-Time Observation of Laser-Driven Electron Acceleration

English

Image-Driven Parameter Estimation in Absorption-Diffusion Models of Chromoscopy

SIAM Journal on Imaging Sciences

Applied Mathematics

English

Data-Driven Reduced Model Construction With Time-Domain Loewner Models

SIAM Journal of Scientific Computing

Computational Mathematics

Applied Mathematics

English

Kuramoto Model With Time-Varying Parameters

Physical Review E

English