Testing the assumptions behind importance sampling (Q302094): Difference between revisions

@@ Property / author @@
-Drew D. Creal
@@ Property / author: Drew D. Creal / rank @@
-Normal rank
@@ Property / author @@
+Drew D. Creal
@@ Property / author: Drew D. Creal / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Ox
@@ Property / describes a project that uses: Ox / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.10.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2125581242
@@ Property / OpenAlex ID: W2125581242 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Analysis of DSGE Models
@@ Property / cites work: Bayesian Analysis of DSGE Models / rank @@
+Normal rank
@@ Property / cites work @@
+Asymmetric Multivariate Stochastic Volatility
@@ Property / cites work: Asymmetric Multivariate Stochastic Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Likelihood Ratio
@@ Property / cites work: On the Distribution of the Likelihood Ratio / rank @@
+Normal rank
@@ Property / cites work @@
+Q4101268
@@ Property / cites work: Q4101268 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
+Normal rank
@@ Property / cites work @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo maximum likelihood estimation for non-Gaussian state space models
+Normal rank
@@ Property / cites work @@
+Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Likelihood Inference for Discretely Observed Nonlinear Diffusions
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Econometric Models Using Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+Contemporary Bayesian Econometrics and Statistics
@@ Property / cites work: Contemporary Bayesian Econometrics and Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical methods in finance
@@ Property / cites work: Statistical methods in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
+Normal rank
@@ Property / cites work @@
+On asymptotic normality of Hill's estimator for the exponent of regular variation
+Normal rank
@@ Property / cites work @@
+Q5732992
@@ Property / cites work: Q5732992 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models
+Normal rank
@@ Property / cites work @@
+Methods of Reducing Sample Size in Monte Carlo Computations
+Normal rank
@@ Property / cites work @@
+Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
+Normal rank
@@ Property / cites work @@
+Monte Carlo strategies in scientific computing
@@ Property / cites work: Monte Carlo strategies in scientific computing / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods of Statistics
@@ Property / cites work: Numerical Methods of Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Efficient high-dimensional importance sampling
@@ Property / cites work: Efficient high-dimensional importance sampling / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of stochastic volatility models via Monte Carlo maximum likelihood
+Normal rank
@@ Property / cites work @@
+Q5708631
@@ Property / cites work: Q5708631 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood analysis of non-Gaussian measurement time series
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:302094