2 papers
stat.AP2024
A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections
Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman
We propose a new statistical reduced complexity climate model. The centerpiece of the model consists of a set of physical equations for the global climate system which we show how…
q-fin.ST2016
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models
F Blasques, P Gorgi, S Koopman +1
Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood a…