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Moments of renewal shot-noise processes and their applications
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao - In: Scandinavian actuarial journal (2018) 8, pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
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Bayesian item response analysis of method-of-payment habits in banking surveys
Muthukumarana, Saman; Vincent, Kyle; Tichon, Jenna G. - In: Journal of mathematical finance 9 (2019) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012116653
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Graphic and numerical evolution of a Bonus-Malus system via Markov chain models
Bounnite, Mohamed Yasser; Nasroallah, Abdelaziz - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012196936
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Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
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Randomized dimension reduction for Monte Carlo simulations
Kahalé, Nabil - In: Management science : journal of the Institute for … 66 (2020) 3, pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
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Particle rolling mcmc with double-block sampling
Awaya, Naoki; Omori, Yasuhiro - 2021
Persistent link: https://www.econbiz.de/10013339020
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Introduction to Simulation and MCMC Methods
Chib, Siddhartha - In: The Oxford handbook of Bayesian econometrics. 2012
Persistent link: https://www.econbiz.de/10013476739
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Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Meier, Christian; Li, Lingfei; Zhang, Gongqiu - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
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Simple stratified sampling for simulating multi-dimensional Markov chains
El Haddad, Rami; Lécot, Christian; L'Ecuyer, Pierre - 2023
Persistent link: https://www.econbiz.de/10014483198
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Simulation-Based Bayesian Analysis
Plummer, Martyn - 2023
I consider the development of Markov chain Monte Carlo (MCMC) methods, from late-1980s Gibbs sampling to present-day gradient-based methods and piecewise-deterministic Markov processes. In parallel, I show how these ideas have been implemented in successive generations of statistical software...
Persistent link: https://www.econbiz.de/10014259419