Michael K. Pitt

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Large-sample asymptotics of the pseudo-marginal method Biometrika	2021-04-08	Paper
The correlated pseudomarginal method Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-03-06	Paper
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter Journal of Econometrics	2017-05-12	Paper
Particle filters for continuous likelihood evaluation and maximisation Journal of Econometrics	2016-08-15	Paper
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals Statistics and Computing	2016-07-29	Paper
The correlated pseudomarginal method Journal of the Royal Statistical Society Series B: Statistical Methodology	2015-11-16	Paper
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator Biometrika	2015-06-26	Paper
Bayesian inference for nonlinear structural time series models Journal of Econometrics	2014-11-11	Paper
Simulated likelihood inference for stochastic volatility models using continuous particle filtering Annals of the Institute of Statistical Mathematics	2014-09-26	Paper
Constructing Stationary Time Series Models Using Auxiliary Variables With Applications Journal of the American Statistical Association	2007-08-20	Paper
Extended constructions of stationary autoregressive processes Statistics \& Probability Letters	2006-06-30	Paper
Constructing First Order Stationary Autoregressive Models via Latent Processes Scandinavian Journal of Statistics	2004-03-16	Paper
Filtering via Simulation: Auxiliary Particle Filters	2002-07-30	Paper
scientific article; zbMATH DE number 1666096 (Why is no real title available?)	2001-10-23	Paper
scientific article; zbMATH DE number 1522717 (Why is no real title available?)	2001-02-28	Paper
Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models Journal of Time Series Analysis	1999-09-14	Paper
Likelihood analysis of non-Gaussian measurement time series Biometrika	1997-11-18	Paper

Research outcomes over time

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