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ECONIS (ZBW)
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11
Sequential inference and state number determination for discrete state-space models through particle filtering
Chopin, Nicolas
-
2001
Persistent link: https://www.econbiz.de/10001626891
Saved in:
12
Controlled MCMC for optimal sampling
Andrieu, Christophe
;
Robert, Christian P.
-
2001
Persistent link: https://www.econbiz.de/10001626935
Saved in:
13
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
Saved in:
14
Linear-representations based
estimation
of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
15
A sequential particle filter method for static models
Chopin, Nicolas
-
2000
Persistent link: https://www.econbiz.de/10001548997
Saved in:
16
Explaining the perfect sampler
Casella, George
;
Lavine, Michael
;
Robert, Christian P.
-
2000
Persistent link: https://www.econbiz.de/10001549297
Saved in:
17
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001491355
Saved in:
18
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
19
Bayesian analysis of poisson mixtures
Green, Peter J.
;
Richardson, Sylvia
;
Viallefont, Valérie
-
2000
Persistent link: https://www.econbiz.de/10001476104
Saved in:
20
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
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