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Special issue on Nonlinear non-Gaussian models and related filtering methods - Fully Bayesian analysis of switching Gaussian state space models
Frühwirth-Schnatter, Sylvia - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10006564330
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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 159-180
Persistent link: https://www.econbiz.de/10008173293