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~person:"Dufour, Jean-Marie"
~person:"Martin, Gael M."
~person:"Zhang, Xibin"
~subject:"Bayesian inference"
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Search: subject_exact:"Monte-Carlo-Methode"
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Bayesian inference
Monte Carlo simulation
58
Monte-Carlo-Simulation
58
Markov chain
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28
Bayes-Statistik
24
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23
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Dufour, Jean-Marie
Martin, Gael M.
Zhang, Xibin
Dijk, Herman K. van
33
Tsionas, Efthymios G.
24
Casarin, Roberto
16
Ravazzolo, Francesco
16
Hoogerheide, Lennart
15
Forbes, Catherine Scipione
13
Kohn, Robert
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Peters, Gareth
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Strachan, Rodney W.
12
Grassi, Stefano
11
Kneib, Thomas
11
Nason, James Michael
11
Koop, Gary
10
Lang, Stefan
10
Li, Yong
10
Hoogerheide, Lennart F.
9
Koopman, Siem Jan
9
Leon-Gonzalez, Roberto
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Maneesoonthorn, Worapree
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Villani, Mattias
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Frühwirth-Schnatter, Sylvia
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Korobilis, Dimitris
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Nason, James M.
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6
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
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3
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
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4
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
5
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
6
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
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7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
8
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
9
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
10
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
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