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Mixture models, latent variables and partitioned importance sampling
Casella, George; Robert, Christian P.; Wells, Martin T. - 2000
Persistent link: https://www.econbiz.de/10001470588
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Bayesian analysis of poisson mixtures
Green, Peter J.; Richardson, Sylvia; Viallefont, Valérie - 2000
Persistent link: https://www.econbiz.de/10001476104
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The econometrics of efficient frontiers
Gouriéroux, Christian; Monfort, Alain - 1998
Persistent link: https://www.econbiz.de/10000994750
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Background risk, demand for insurance and Choquet expected utility preferences
Jeleva, Meglena - 1998
Persistent link: https://www.econbiz.de/10001355850
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Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000878550
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Intrinsic losses
Robert, Christian P. - 1993
Persistent link: https://www.econbiz.de/10000878554
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
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Adaptive Monte Carlo on multivariate binary sampling spaces
Chopin, Nicolas; Schäfer, Christian - 2010
Persistent link: https://www.econbiz.de/10009405981
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Minimum variance importance sampling via population Monte Carlo
Douc, Randal; Guillin, Arnaud; Marin, Jean-Michel; … - 2005
Persistent link: https://www.econbiz.de/10003189093