Statistical modeling and computation

DOI10.1007/978-1-4614-8775-3MaRDI QIDQ2849643zbMATH OpenOpenAlexFDO

Authors Dirk P. Kroese, Joshua C. C. Chan

Publication date 23 September 2013

Full work available at URL https://doi.org/10.1007/978-1-4614-8775-3

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic models, generic numerical methods in probability and statistics (65C20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)

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Cited in

(13)

• Stochastic model specification search for time-varying parameter VARs
• Specification tests for time-varying parameter models with stochastic volatility
• scientific article; zbMATH DE number 107683 (Why is no real title available?)
• Pitfalls of estimating the marginal likelihood using the modified harmonic mean
• scientific article; zbMATH DE number 45870 (Why is no real title available?)
• scientific article; zbMATH DE number 1755475 (Why is no real title available?)
• Efficient data augmentation techniques for some classes of state space models
• The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
• Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition
• Fast computation of the deviance information criterion for latent variable models
• scientific article; zbMATH DE number 2163706 (Why is no real title available?)
• scientific article; zbMATH DE number 4056754 (Why is no real title available?)
• Computational statistics

Describes a project that uses

Uses Software

• Matlab

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