Pages that link to "Item:Q1023621"
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The following pages link to Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621):
Displayed 9 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
- Bayesian state-space modeling in gene expression data analysis: an application with biomarker prediction (Q669073) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
- A QUASI-LOCALLY MOST POWERFUL TEST FOR CORRELATION IN THE CONDITIONAL VARIANCE OF POSITIVE DATA (Q2802749) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)