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Statistical Modeling and Computation

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Publication:2849643
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DOI10.1007/978-1-4614-8775-3zbMath1280.62008OpenAlexW2103512689MaRDI QIDQ2849643

Joshua C. C. Chan, Dirk P. Kroese

Publication date: 23 September 2013

Full work available at URL: https://doi.org/10.1007/978-1-4614-8775-3



Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)


Related Items (6)

Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition ⋮ Fast computation of the deviance information criterion for latent variable models ⋮ Efficient data augmentation techniques for some classes of state space models ⋮ Pitfalls of estimating the marginal likelihood using the modified harmonic mean ⋮ Specification tests for time-varying parameter models with stochastic volatility ⋮ Stochastic Model Specification Search for Time-Varying Parameter VARs


Uses Software

  • Matlab



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