BAYESIAN CONSISTENCY FOR STATIONARY MODELS (Q2886964): Difference between revisions

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-Q175471
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+Stephen G. Walker
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+MaRDI publication profile
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+Filtering via Simulation: Auxiliary Particle Filters
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+Integral Representations of Invariant Measures
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+Calculating posterior distributions and modal estimates in Markov mixture models
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+Martingale estimation functions for discretely observed diffusion processes
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Bayesian Inference on Periodicities and Component Spectral Structure in Time Series
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+Priors and Component Structures in Autoregressive Time Series Models
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+Likelihood-Based Estimation of Latent Generalized ARCH Structures
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Estimation of the coefficients of a diffusion from discrete observations
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+Stationary Autoregressive Models via a Bayesian Nonparametric Approach
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