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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.; Kohn, Robert - 1995
Persistent link: https://www.econbiz.de/10000912047
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Markov chain Monte Carlo in state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000878114
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Comparison of sampling schemes
Carter, Chris K. - 1993
Persistent link: https://www.econbiz.de/10000878115
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Generating the indicator variables
Carter, Chris K. - 1993
Persistent link: https://www.econbiz.de/10000878116
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Diagnostics for time series analysis
Gerlach, Richard; Carter, Chris K.; Kohn, Robert - 1997
Persistent link: https://www.econbiz.de/10000965127
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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On gibbs sampling for state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000859358
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Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen; Carter, Chris K.; Wong, Kevin; Kohn, … - 2007
Persistent link: https://www.econbiz.de/10003431594
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Theory and Methods - Efficient Bayesian Inference for Dynamic Mixture Models
Gerlach, Richard; Carter, Chris; Kohn, Robert - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 819-828
Persistent link: https://www.econbiz.de/10006623166