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Série des documents de travail / Centre de Recherche en Économie et Statistique
Statistik des Auslandes
157
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54
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ECONIS (ZBW)
41
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Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers
Cappé, Olivier
;
Robert, Christian P.
;
Rydén, Tobias
-
2001
Persistent link: https://www.econbiz.de/10001626939
Saved in:
2
Subsampling under weak dependence conditions
Ango Nze, Patrick
;
Dupoiron, Stéphanie
;
Rios, Ricardo
-
2003
Persistent link: https://www.econbiz.de/10001900001
Saved in:
3
Testing for the mean of random curves : from penalization to dimension selection
Mas, André
-
2002
Persistent link: https://www.econbiz.de/10001660078
Saved in:
4
Weak dependence : models and applications
Ango Nze, Patrick
;
Doukhan, Paul
-
2001
Persistent link: https://www.econbiz.de/10001637944
Saved in:
5
Pertubation approach applied to the asymptotic study of random operators
Mas, André
;
Menneteau, Ludovic
-
2001
Persistent link: https://www.econbiz.de/10001641038
Saved in:
6
Conditions for optimality in experimental designs
Druilhet, Pierre
-
2001
Persistent link: https://www.econbiz.de/10001620348
Saved in:
7
Optimality of neighbour-balanced designs for total effects
Druilhet, Pierre
;
Bailey, R. A.
-
2000
Persistent link: https://www.econbiz.de/10001530307
Saved in:
8
Perfect slice samplers for mixtures of distributions
Casella, George
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10009758932
Saved in:
9
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
10
Social learning, delays, and multiple equilibria
Chamley, Christophe
-
1998
Persistent link: https://www.econbiz.de/10000984197
Saved in:
11
A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
Dauxois, Jean-Yves
-
1998
Persistent link: https://www.econbiz.de/10000986961
Saved in:
12
Transition models with measurement errors
Magnac, Thierry
;
Visser, Michael S.
-
1998
Persistent link: https://www.econbiz.de/10000987038
Saved in:
13
The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique
;
Nguyen, Jean-Marc
-
1998
Persistent link: https://www.econbiz.de/10000996740
Saved in:
14
Optimality of neighbour balanced designs
Druilhet, Pierre
-
1998
Persistent link: https://www.econbiz.de/10001355864
Saved in:
15
Bayesian variable selection in qualitative models by Kullback-Leibler projections
Dupuis, Jérôme A.
;
Robert, Christian P.
-
1997
Persistent link: https://www.econbiz.de/10000968634
Saved in:
16
Coverage properties of one-sided intervals in the discrete case and application to matching priors
Rousseau, Judith
-
1997
Persistent link: https://www.econbiz.de/10000968640
Saved in:
17
Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.
;
Titterington, David M.
-
1996
Persistent link: https://www.econbiz.de/10000936747
Saved in:
18
A fresh look at testing hypotheses on dimensionality in the Manova model
Calinski, Tadeusz
;
Lejeune, Michel
-
1996
Persistent link: https://www.econbiz.de/10000941329
Saved in:
19
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
20
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
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