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type_genre:"Graue Literatur"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Markov-Kette"
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1
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010342741
Saved in:
2
Duration models and point processes
Florens, Jean-Pierre
;
Fougère, Denis
;
Mouchart, Michel
-
2007
Persistent link: https://www.econbiz.de/10003656170
Saved in:
3
Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series
Guerre, Emmanuel
-
2004
Persistent link: https://www.econbiz.de/10002554161
Saved in:
4
Note on the regeneration-based bootstrap for atomic Markov chains
Bertail, Patrice
;
Clémençon, Stéphan
-
2003
Persistent link: https://www.econbiz.de/10001771887
Saved in:
5
Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
Bertail, Patrice
;
Clémençon, Stéphan
-
2003
Persistent link: https://www.econbiz.de/10001771889
Saved in:
6
Central limit theorem for sequential Monte Carlo methods and its applications to Bayesian inference
Chopin, Nicolas
-
2002
Persistent link: https://www.econbiz.de/10001720951
Saved in:
7
Sequential inference and state number determination for discrete state-space models through particle filtering
Chopin, Nicolas
-
2001
Persistent link: https://www.econbiz.de/10001626891
Saved in:
8
Controlled MCMC for optimal sampling
Andrieu, Christophe
;
Robert, Christian P.
-
2001
Persistent link: https://www.econbiz.de/10001626935
Saved in:
9
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:
10
Bayesian hidden Markov analysis of the information content of the yield curve about inflation
Chopin, Nicolas
;
Pelgrin, Florian
-
2001
Persistent link: https://www.econbiz.de/10001641049
Saved in:
11
A sequential particle filter method for static models
Chopin, Nicolas
-
2000
Persistent link: https://www.econbiz.de/10001548997
Saved in:
12
Explaining the perfect sampler
Casella, George
;
Lavine, Michael
;
Robert, Christian P.
-
2000
Persistent link: https://www.econbiz.de/10001549297
Saved in:
13
Bayesian analysis of poisson mixtures
Green, Peter J.
;
Richardson, Sylvia
;
Viallefont, Valérie
-
2000
Persistent link: https://www.econbiz.de/10001476104
Saved in:
14
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001491355
Saved in:
15
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
16
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
17
Computational and inferential difficulties with mixture posterior distributions
Celeux, Gilles
;
Hurn, Merrilee A.
;
Robert, Christian P.
-
1999
Persistent link: https://www.econbiz.de/10001380705
Saved in:
18
Bayesian inference in hidden Markov models through jump Markov chain Monte Carlo
Robert, Christian P.
;
Rydén, Tobias
;
Titterington, David M.
-
1999
Persistent link: https://www.econbiz.de/10001380711
Saved in:
19
Inférence bayésienne pour des processus de vie et de mort à croissance linéaire
Dauxois, Jean-Yves
-
1999
Persistent link: https://www.econbiz.de/10001446721
Saved in:
20
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
21
Convergence controls for MCMC algorithms with applications to hidden Markov chains
Robert, Christian P.
;
Rydén, Tobias
;
Titterington, David M.
-
1998
Persistent link: https://www.econbiz.de/10000984190
Saved in:
22
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
23
MCMC convergence diagnostics : a "reviewww"
Guihenneuc-Jouhaux, Chantal
;
Mengersen, Kerrie
;
Robert, …
-
1998
Persistent link: https://www.econbiz.de/10000986962
Saved in:
24
MCMC specifics of latent variable models
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000989405
Saved in:
25
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
26
Eaton's Markov chain, its conjugate partner and P-admissibility
Hobert, James P.
;
Robert, Christian P.
-
1997
Persistent link: https://www.econbiz.de/10000973932
Saved in:
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