Pages that link to "Item:Q1023621"

The following pages link to Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621):

Displaying 14 items.

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• Bayesian state-space modeling in gene expression data analysis: an application with biomarker prediction (Q669073) (← links)
• Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (Q1002580) (← links)
• Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
• Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
• Complex-valued Bayesian parameter estimation via Markov chain Monte Carlo (Q1750426) (← links)
• Parameter estimation in general state-space models using particle methods (Q1881407) (← links)
• Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
• Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
• A quasi-locally most powerful test for correlation in the conditional variance of positive data (Q2802749) (← links)
• (Q4801753) (← links)
• Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)