Pages that link to "Item:Q959312"
From MaRDI portal
The following pages link to Bayesian analysis of the stochastic conditional duration model (Q959312):
Displayed 16 items.
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
- Bayesian estimation and inference for log-ACD models (Q736572) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Efficient importance sampling for ML estimation of SCD models (Q961389) (← links)
- Efficient Bayesian estimation of multivariate state space models (Q961901) (← links)
- MCMC methods to approximate conditional predictive distributions (Q1010398) (← links)
- Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- Modeling dynamic effects of promotion on interpurchase times (Q1927091) (← links)
- Automated variable selection in vector multiplicative error models (Q2445703) (← links)
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
- A QUASI-LOCALLY MOST POWERFUL TEST FOR CORRELATION IN THE CONDITIONAL VARIANCE OF POSITIVE DATA (Q2802749) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- Time-varying autoregressive conditional duration model (Q5123583) (← links)
- Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
- Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)