Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852): Difference between revisions

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@@ Property / cites work @@
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+Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models
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+A note on Metropolis-Hastings kernels for general state spaces
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@@ Property / DOI @@
+.1111/J.1369-7412.2004.05139.X
@@ Property / DOI: 10.1111/J.1369-7412.2004.05139.X / rank @@
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