Narrow search
Showing 1 - 10 of 39
Cover Image
A useful tool to identify recessions in the Euro-area
Bengoechea, Pilar; Pérez-Quirós, Gabriel - 2004
Persistent link: https://www.econbiz.de/10002425817
Cover Image
Bayesian hidden Markov analysis of the information content of the yield curve about inflation
Chopin, Nicolas; Pelgrin, Florian - 2001
Persistent link: https://www.econbiz.de/10001641049
Cover Image
Sequential inference and state number determination for discrete state-space models through particle filtering
Chopin, Nicolas - 2001
Persistent link: https://www.econbiz.de/10001626891
Cover Image
Controlled MCMC for optimal sampling
Andrieu, Christophe; Robert, Christian P. - 2001
Persistent link: https://www.econbiz.de/10001626935
Cover Image
Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias - 2001
Persistent link: https://www.econbiz.de/10001626939
Cover Image
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
Cover Image
A sequential particle filter method for static models
Chopin, Nicolas - 2000
Persistent link: https://www.econbiz.de/10001548997
Cover Image
Explaining the perfect sampler
Casella, George; Lavine, Michael; Robert, Christian P. - 2000
Persistent link: https://www.econbiz.de/10001549297
Cover Image
Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001491355
Cover Image
Stationarity of multivariate markov-switching ARMA models
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001530320