Improving MCMC Using Efficient Importance Sampling
Year of publication: |
2006
|
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Authors: | Liesenfeld, Roman ; Richard, Jean-Francois |
Publisher: |
[S.l.] : SSRN |
Subject: | Stichprobenerhebung | Sampling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 15, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.903136 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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