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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques
Robert, Christian P., (1995)
Prior feedback : Bayesian tools for maximum likelihood estimation
Robert, Christian P., (1993)
MCMC specifics of latent variable models
Robert, Christian P., (1998)