Cees Diks
Cees Diks
Professor of Data Analysis and Economic Statistics, Universiteit van Amsterdam
Geverifieerd e-mailadres voor uva.nl
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Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling
JA Vrugt, JM Hyman, BA Robinson, D Higdon, CJF Ter Braak, CGH Diks
International Journal of Nonlinear Sciences and Numerical Simulation, 2008
8502008
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
6852006
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
5772005
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
3442008
A note on the Hiemstra-Jones test for Granger non-causality
C Diks, V Panchenko
Studies in nonlinear dynamics & econometrics 9 (2), 2005
2322005
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
1901995
Nonlinear time series analysis: methods and applications
C Diks
World Scientific, 1999
1791999
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
1542013
Detecting differences between delay vector distributions
C Diks, WR Van Zwet, F Takens, J DeGoede
Physical Review E 53 (3), 2169, 1996
1501996
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
1142000
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
1112011
Ensemble Bayesian model averaging using Markov chain Monte Carlo sampling
JA Vrugt, CGH Diks, MP Clark
Environmental fluid mechanics 8 (5-6), 579-595, 2008
1092008
Comparison of point forecast accuracy of model averaging methods in hydrologic applications
CGH Diks, JA Vrugt
Stochastic Environmental Research and Risk Assessment 24 (6), 809-820, 2010
1052010
Estimating invariants of noisy attractors
C Diks
Physical review E 53 (5), R4263, 1996
1021996
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
991995
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
912005
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 (1-2), 221-244, 2008
732008
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
692006
Out-of-sample comparison of copula specifications in multivariate density forecasts
C Diks, V Panchenko, D Van Dijk
Journal of Economic Dynamics and Control 34 (9), 1596-1609, 2010
632010
Simulation study of direct causality measures in multivariate time series
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Entropy 15 (7), 2635-2661, 2013
622013
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Artikelen 1–20