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Forbes, Catherine Scipione
Strickland, Chris
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
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Martin, Gael M.
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Forbes, Catherine …
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2006
Persistent link: https://www.econbiz.de/10003433826
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Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
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Forbes, Catherine Scipione
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2003
Persistent link: https://www.econbiz.de/10001854434
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