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~subject:"Markov chain"
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Markov chain
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Neue politische Ökonomie
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Rosenthal, Jeffrey S.
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Craiu, Radu V.
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Israel, Robert B.
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Wei, Jason
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Yang, Chao
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Journal of the American Statistical Association : JASA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Learn from the neighbor : parallel-chain and regional adaptive MCMC
Craiu, Radu V.
;
Rosenthal, Jeffrey S.
;
Yang, Chao
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1454-1466
Persistent link: https://www.econbiz.de/10003992995
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2
Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
Israel, Robert B.
;
Rosenthal, Jeffrey S.
;
Wei, Jason
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 245-265
Persistent link: https://www.econbiz.de/10001650927
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