Similar Search Results

Likelihood inference for discretely observed non-linear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000

Persistent link: https://www.econbiz.de/10009581671

Likelihood inference for discretely observed nonlinear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 959-993

Persistent link: https://www.econbiz.de/10001594726

Stochastic volatility with leverage : fast and efficient likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449

Persistent link: https://www.econbiz.de/10003569881

Stochastic volatility with leverage : fast likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002365024

Likelihood based inference for diffusion driven models

Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002459152

Stochastic volatility with leverage : fast likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004

Persistent link: https://www.econbiz.de/10002396452

Likelihood based inference for diffusion driven models

Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002396486

Markov chain Monte Carlo technology

Chib, Siddhartha (contributor) - 2004

In the past fifteen years computational statistics has been enriched by a powerful, somewhat abstract method of generating variates from a target probability distribution that is based on Markov chains whose stationary distribution is the probability distribution of interest. This class of...

Persistent link: https://www.econbiz.de/10003024175

Bayesian econometrics

Chib, Siddhartha (ed.); Griffiths, William E. (ed.); … - 2008

Persistent link: https://www.econbiz.de/10003785980

Analysis of treatment response data from eligibility designs

Chib, Siddhartha; Jacobi, Liana - In: Journal of econometrics 144 (2008) 2, pp. 465-478

Persistent link: https://www.econbiz.de/10003774682