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~person:"Borowska, Agnieszka"
~subject:"Markov chain Monte Carlo"
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Markov chain Monte Carlo
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Borowska, Agnieszka
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1
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
introduce two novel methods for computationally efficient simulation: Conditional MitISEM, a Markov chain Monte
Carlo
method to …
Persistent link: https://www.econbiz.de/10012214294
Saved in:
2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
3
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
introduce two novel methods for computationally efficient simulation: Conditional MitISEM, a Markov chain Monte
Carlo
method to …
Persistent link: https://www.econbiz.de/10012057160
Saved in:
4
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
5
Partially Censored Posterior for Robust and Efficient Risk Evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
we introduce two novel methods for computationally efficient simulation: Conditional MitISEM, a Markov chain Monte
Carlo
…
Persistent link: https://www.econbiz.de/10012114810
Saved in:
6
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
we introduce two novel methods for computationally efficient simulation: Conditional MitISEM, a Markov chain Monte
Carlo
…
Persistent link: https://www.econbiz.de/10012661544
Saved in:
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