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Inférence bayésienne pour des processus de vie et de mort à croissance linéaire
Dauxois, Jean-Yves - 1999
Persistent link: https://www.econbiz.de/10001446721
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A useful tool to identify recessions in the Euro-area
Bengoechea, Pilar; Pérez-Quirós, Gabriel - 2004
Persistent link: https://www.econbiz.de/10002425817
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel - 1998
Persistent link: https://www.econbiz.de/10000997344
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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
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Sequential inference and state number determination for discrete state-space models through particle filtering
Chopin, Nicolas - 2001
Persistent link: https://www.econbiz.de/10001626891
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Controlled MCMC for optimal sampling
Andrieu, Christophe; Robert, Christian P. - 2001
Persistent link: https://www.econbiz.de/10001626935
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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
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
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A sequential particle filter method for static models
Chopin, Nicolas - 2000
Persistent link: https://www.econbiz.de/10001548997
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Explaining the perfect sampler
Casella, George; Lavine, Michael; Robert, Christian P. - 2000
Persistent link: https://www.econbiz.de/10001549297