Bayesian semiparametric stochastic volatility modeling (Q736526): Difference between revisions

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+Ferguson distributions via Polya urn schemes
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+Semiparametric Bayes analysis of longitudinal data treatment models
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+Markov chain Monte Carlo methods for stochastic volatility models.
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+A semi-parametric Bayesian approach to the instrumental variable problem
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+Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Bayesian Density Estimation and Inference Using Mixtures
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+A Bayesian analysis of some nonparametric problems
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+Finite mixture and Markov switching models.
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+Normal rank
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+Estimation of stochastic volatility models with diagnostics
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+On nonparametric Bayesian inference for the distribution of a random sample
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+Interpretation and inference in mixture models: simple MCMC works
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+Smoothly mixing regressions
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+Posterior consistency of Dirichlet mixtures in density estimation
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+Posterior convergence rates of Dirichlet mixtures at smooth densities
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+Order-Based Dependent Dirichlet Processes
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+Semiparametric Bayesian inference for stochastic frontier models
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+Multivariate Stochastic Variance Models
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+Semiparametric Bayesian Inference in Autoregressive Panel Data Models
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+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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+Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
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+A new class of Bayesian semi-parametric models with applications to option pricing
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Modelling long-term investment returns via Bayesian infinite mixture time series models
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+Bayesian mixture of autoregressive models
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+On a class of Bayesian nonparametric estimates: I. Density estimates
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+Nonparametric Bayesian data analysis
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+Bayesian Models for Non‐linear Autoregressions
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+Stochastic volatility with leverage: fast and efficient likelihood inference
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+Likelihood analysis of non-Gaussian measurement time series
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+Q4363930
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+Q4267796
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+Q4839399
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+The Calculation of Posterior Distributions by Data Augmentation
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+Q5445942
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+Normal rank
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+Q4872035
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+On leverage in a stochastic volatility model
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