The following pages link to Jim E. Griffin (Q273593):
Displaying 12 items.
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389) (← links)
- Slice sampling mixture models (Q692954) (← links)
- Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261) (← links)
- Stick-breaking autoregressive processes (Q737918) (← links)
- Cross-validation prior choice in Bayesian probit regression with many covariates (Q746215) (← links)
- On Bayesian nonparametric modelling of two correlated distributions (Q746245) (← links)
- On adaptive Metropolis-Hastings methods (Q746255) (← links)
- Semiparametric Bayesian inference for stochastic frontier models (Q899522) (← links)
- Modeling overdispersion with the normalized tempered stable distribution (Q901625) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
