Narrow search
Showing 1 - 8 of 8
Cover Image
Theory and Methods - On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1292-1296
Persistent link: https://www.econbiz.de/10006605487
Cover Image
Theory and Methods - Constructing Stationary Time Series Models Using Auxiliary Variables With Applications
Pitt, Michael K.; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 554-564
Persistent link: https://www.econbiz.de/10006606917
Cover Image
How many samples?: a Bayesian nonparametric approach
Walker, Stephen G. - In: The statistician : journal of the Institute of Statisticians 52 (2003) 4, pp. 475-482
Persistent link: https://www.econbiz.de/10005930721
Cover Image
BAYESIAN CONSISTENCY FOR STATIONARY MODELS
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G.; … - In: Econometric theory 23 (2007) 4, pp. 749-760
Persistent link: https://www.econbiz.de/10007732414
Cover Image
On the Stationary Version of the Generalized Hyperbolic ARCH Model
Mena, Ramsés H.; Walker, Stephen G. - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10007739130
Cover Image
Converting information into probability measures with the Kullback–Leibler divergence
Bissiri, Pier Giovanni; Walker, Stephen G. - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 6, pp. 1139-1161
Persistent link: https://www.econbiz.de/10010023549
Cover Image
A new class of Bayesian semi-parametric models with applications to option pricing
Kacperczyk, Marcin; Damien, Paul; Walker, Stephen G. - In: Quantitative finance 13 (2013) 6, pp. 967-980
Persistent link: https://www.econbiz.de/10010134654
Cover Image
Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
Shively, Thomas S.; Walker, Stephen G.; Damien, Paul - In: Journal of econometrics 161 (2011) 2, pp. 166-182
Persistent link: https://www.econbiz.de/10008877469