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Bayesian clustering of distributions in stochastic frontier analysis

Griffin, J. E. - In: Journal of productivity analysis 36 (2011) 3, pp. 275-284

Persistent link: https://www.econbiz.de/10009798097

Semiparametric Bayesian inference for stochastic frontier models

Griffin, J. E.; Steel, M. F. J. - In: Journal of Econometrics 123 (2004) 1, pp. 121-152

Persistent link: https://www.econbiz.de/10005192613

Comparing distributions by using dependent normalized random-measure mixtures

Griffin, J. E.; Kolossiatis, M.; Steel, M. F. J. - In: Journal of the Royal Statistical Society Series B 75 (2013) 3, pp. 499-529

Persistent link: https://www.econbiz.de/10010713422

Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods

Griffin, J. E. - In: Journal of Financial Econometrics 9 (2011) 3, pp. 519-549

This paper describes a Bayesian nonparametric approach to volatility estimation. Volatility is assumed to follow a superposition of an infinite number of Ornstein--Uhlenbeck processes driven by a compound Poisson process with a parametric or nonparametric jump size distribution. This model...

Persistent link: https://www.econbiz.de/10009148710

Macro processors and techniques for portable software

Brown, Peter J. - 1976 - Repr.

Persistent link: https://www.econbiz.de/10004005463

Writing interactive compilers and interpreters

Brown, Peter J. - 1980 - Repr. with corr.

Persistent link: https://www.econbiz.de/10004334137

Inference in infinite superpositions of non-Gaussian Ornstein-Uhlenbeck processes using Bayesian nonparametic methods

Griffin, Jim E. - In: Journal of financial econometrics : official journal of … 9 (2011) 3, pp. 519-549

Persistent link: https://www.econbiz.de/10009407853