The following pages link to Roman Liesenfeld (Q205403):
Displaying 14 items.
- Efficient estimation of probit models with correlated errors (Q530959) (← links)
- The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
- Improving MCMC, using efficient importance sampling (Q961112) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- Estimating time series models for count data using efficient importance sampling (Q1879469) (← links)
- The dynamic invariant multinomial probit model: identification, pretesting and estimation (Q2630200) (← links)
- Efficient Likelihood Evaluation of State-Space Representations (Q4922019) (← links)
- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q5066477) (← links)
- Interval shrinkage estimators (Q5124774) (← links)
- Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (Q5392687) (← links)
- Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108) (← links)
- The Gibbs sampler with particle efficient importance sampling for state-space models* (Q5860963) (← links)
- A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504) (← links)
