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A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo, (2000)
Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G., (1999)
Mixture of normals probit models
Geweke, John, (1999)
Fixed-Width Output Analysis for Markov Chain Monte Carlo
Jones, Galin L., (2006)
Theory and Methods - Fixed-Width Output Analysis for Markov Chain Monte Carlo
Ascent-based Monte Carlo expectation- maximization
Caffo, Brian S., (2005)