Pages that link to "Item:Q289225"

The following pages link to Efficient high-dimensional importance sampling (Q289225):

Displaying 7 items.

• A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
• Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
• Small area estimation of general finite-population parameters based on grouped data (Q6115532) (← links)
• Modified efficient importance sampling for partially non‐Gaussian state space models (Q6147738) (← links)
• A Bayesian approach towards missing covariate data in multilevel latent regression models (Q6198878) (← links)
• Statistical inference for stochastic differential equations (Q6602008) (← links)
• Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)