Seuraa
Cees Diks
Cees Diks
Professor of Data Analysis and Economic Statistics, Universiteit van Amsterdam
Vahvistettu sähköpostiosoite verkkotunnuksessa uva.nl
Nimike
Viittaukset
Viittaukset
Vuosi
Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling
JA Vrugt, CJF ter Braak, CGH Diks, BA Robinson, JM Hyman, D Higdon
International journal of nonlinear sciences and numerical simulation 10 (3 …, 2009
12052009
A new statistic and practical guidelines for nonparametric Granger causality testing
C Diks, V Panchenko
Journal of Economic Dynamics and Control 30 (9-10), 1647-1669, 2006
10752006
Improved treatment of uncertainty in hydrologic modeling: Combining the strengths of global optimization and data assimilation
JA Vrugt, CGH Diks, HV Gupta, W Bouten, JM Verstraten
Water resources research 41 (1), 2005
6772005
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
SD Bekiros, CGH Diks
Energy Economics 30 (5), 2673-2685, 2008
4602008
A note on the Hiemstra-Jones test for Granger non-causality
C Diks, V Panchenko
Studies in nonlinear dynamics & econometrics 9 (2), 2005
3062005
Hydrologic data assimilation using particle Markov chain Monte Carlo simulation: Theory, concepts and applications
JA Vrugt, CJF ter Braak, CGH Diks, G Schoups
Advances in Water Resources 51, 457-478, 2013
2162013
Reversibility as a criterion for discriminating time series
C Diks, JC Van Houwelingen, F Takens, J DeGoede
Physics Letters A 201 (2-3), 221-228, 1995
2151995
Nonlinear time series analysis: methods and applications
C Diks
World Scientific, 1999
2081999
Likelihood-based scoring rules for comparing density forecasts in tails
C Diks, V Panchenko, D Van Dijk
Journal of Econometrics 163 (2), 215-230, 2011
1872011
Comparison of point forecast accuracy of model averaging methods in hydrologic applications
CGH Diks, JA Vrugt
Stochastic Environmental Research and Risk Assessment 24, 809-820, 2010
1812010
Detecting differences between delay vector distributions
C Diks, WR Van Zwet, F Takens, J DeGoede
Physical Review E 53 (3), 2169, 1996
1601996
Ensemble Bayesian model averaging using Markov chain Monte Carlo sampling
JA Vrugt, CGH Diks, MP Clark
Environmental fluid mechanics 8, 579-595, 2008
1542008
Efficient implementation of the Gaussian kernel algorithm in estimating invariants and noise level from noisy time series data
D Yu, M Small, RG Harrison, C Diks
Physical Review E 61 (4), 3750, 2000
1262000
Herding, a-synchronous updating and heterogeneity in memory in a CBS
C Diks, R Van Der Weide
Journal of Economic dynamics and control 29 (4), 741-763, 2005
1142005
Estimating invariants of noisy attractors
C Diks
Physical review E 53 (5), R4263, 1996
1131996
Nonlinear analysis of epicardial atrial electrograms of electrically induced atrial fibrillation in man
BPT Hoekstra, CGH Diks, MA Allessie, J De Goedb
Journal of cardiovascular electrophysiology 6 (6), 419-440, 1995
1041995
Simulation study of direct causality measures in multivariate time series
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Entropy 15 (7), 2635-2661, 2013
932013
Critical slowing down as an early warning signal for financial crises?
C Diks, C Hommes, J Wang
Empirical Economics 57, 1201-1228, 2019
882019
E&F Chaos: a user friendly software package for nonlinear economic dynamics
C Diks, C Hommes, V Panchenko, R Van Der Weide
Computational Economics 32, 221-244, 2008
862008
Multi‐objective calibration of forecast ensembles using Bayesian model averaging
JA Vrugt, MP Clark, CGH Diks, Q Duan, BA Robinson
Geophysical Research Letters 33 (19), 2006
862006
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Artikkelit 1–20