Name Card

Full name Familienname, Vorname
Funovits, Bernd
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 28 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Funovits, Bernd Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF ParametrizationPräsentation Presentation2020
2Funovits, Bernd Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF ParametrizationPräsentation Presentation2020
3Funovits, Bernd The Right Parametrization for Opening the Blackbox: Right MFDs for Structural Factor ModelsPräsentation Presentation2020
4Funovits, Bernd ; Braumann, Alexander Identifiability of structural singular vector autoregressive modelsArtikel Article 2020
5Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
6Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
7Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
8Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
9Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
10Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
11Funovits, Bernd Identification of Structural Singular VARsPräsentation Presentation2019
12Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
13Funovits, Bernd Using polyspectra for identifying multivariate ARMA modelsPräsentation Presentation2018
14Funovits, Bernd Estimating non-causal VAR using all-pass filtersPräsentation Presentation2018
15Funovits, Bernd Identifcation and Estimation of SVARMA models with Independent and Non-Gaussian InputsPräsentation Presentation2018
16Funovits, Bernd Forecasting Electricity LoadPräsentation Presentation2018
17Anderson, Brian ; Deistler, Manfred ; Felsenstein, Elisabeth ; Funovits, Bernd ; Kölbl, Lukas ; Zamani, Mohsen Multivariate AR systems and mixed frequency data: G-identifiability and estimationArtikel Article2015
18Anderson, Brian D.O. ; Deistler, Manfred ; Felsenstein, Elisabeth ; Funovits, Bernd ; Zadrozny, Peter ; Eichler, Michael ; Chen, Weitian ; Zamani, Mohsen Identifiability of regular and singular multivariate autoregressive models from mixed frequency data, Part 2Präsentation Presentation2013
19Deistler, Manfred ; Anderson, Brian D.O. ; Felsenstein, Elisabeth ; Filler, Alexander ; Funovits, Bernd ; Zamani, Mohsen Generalized Linear Dynamic Factor Models: The Single and the Mixed Frequency CasePräsentation Presentation2012
20Deistler, Manfred ; Anderson, Brian D.O. ; Felsenstein, Elisabeth ; Filler, Alexander ; Funovits, Bernd ; Zamani, Mohsen Generalized Linear Dynamic Factor Models: The Single and the Mixed Frequency CasePräsentation Presentation2012