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  • Search: subject:"Reversible Jump Markov Chain Monte Carlo"
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Year of publication
Subject
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reversible jump Markov chain Monte Carlo 10 Bayesian inference 8 Reversible Jump Markov Chain Monte Carlo 8 ARMA 7 Markov chain 6 Markov-Kette 6 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Reversible jump Markov chain Monte Carlo 6 Bayesian 5 Bayesian analysis 5 Dynamic stochastic general equilibrium model 5 Model evaluation 5 Bayes-Statistik 4 Theorie 4 Theory 4 endogeneity 4 simultaneous equations 4 Minimal martingale measure 3 Stochastic process 3 Stochastischer Prozess 3 DSGE model 2 DSGE-Modell 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Growth Rates 2 Italien 2 Italy 2 Persistence 2 Real GDP per capita 2 Schock 2 Shock 2 Steuerreform 2 Steuervergünstigung 2 Tax incentive 2 Tax reform 2 marked point process 2 news arrival 2 nonlinear filtering 2 ultra-high frequency data 2
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Online availability
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Free 15 Undetermined 9
Type of publication
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Book / Working Paper 15 Article 11
Type of publication (narrower categories)
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Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 15 Undetermined 11
Author
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Neuhoff, Daniel 7 Koop, Gary 5 Meyer-Gohde, Alexander 5 Strachan, Rodney 5 Leon-Gonzalez, Roberto 4 Centanni, Silvia 2 Lucchetti, Riccardo 2 Minozzo, Marco 2 Pedini, Luca 2 Pigini, Claudia 2 Bonner, SJ 1 CENTANNI, SILVIA 1 Drovandi, Christopher C. 1 Gonzalez, Robert Leon 1 Gosoniu, Laura 1 Held, Leonhard 1 Henderson, Robert D. 1 Hofmann, Mathias 1 Huang, Guan-Hua 1 Husmeier, Dirk 1 Höhle, Michael 1 Kedzierska, Anna 1 Liechty, John 1 MINOZZO, MARCO 1 McCombe, Pamela A. 1 Nakajima, Jouchi 1 Pan, Jia-Chiun 1 Pettitt, Anthony N. 1 Pieters, Rik 1 Schauer, Moritz 1 Schmid, Volker 1 Schwarz, CJ 1 Thomson, DL 1 Vounatsou, Penelope 1 Watanabe, Toshiaki 1 Wedel, Michel 1 van Zanten, Harry 1 van der Meulen, Frank 1
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Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 1 Economics Department, University of Strathclyde 1 Institute of Economic Research, Hitotsubashi University 1 National Graduate Institute for Policy Studies (GRIPS) 1 Rimini Centre for Economic Analysis (RCEA) 1 Scottish Institute for Research in Economics (SIRE) 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Computational Statistics & Data Analysis 2 Psychometrika 2 SFB 649 Discussion Paper 2 SFB 649 discussion paper 2 Discussion Paper 1 Economic modelling 1 GRIPS Discussion Papers 1 Global COE Hi-Stat Discussion Paper Series 1 IMFS Working Paper Series 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Journal of Applied Statistics 1 Journal of Econometrics 1 Quaderno di ricerca 1 SFB 649 Discussion Papers 1 SIRE Discussion Papers 1 Statistical Applications in Genetics and Molecular Biology 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 1 Working Papers / Economics Department, University of Strathclyde 1 Working paper series / Institute for Monetary and Financial Stability 1
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Source
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RePEc 15 ECONIS (ZBW) 6 EconStor 4 BASE 1
Showing 21 - 26 of 26
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MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS
CENTANNI, SILVIA; MINOZZO, MARCO - In: International Journal of Theoretical and Applied … 15 (2012) 03, pp. 1250018-1
To model intraday stock price movements we propose a class of marked doubly stochastic Poisson processes, whose intensity process can be interpreted in terms of the effect of information release on market activity. Assuming a partial information setting in which market agents are restricted to...
Persistent link: https://www.econbiz.de/10010551036
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Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia; Minozzo, Marco - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
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Bayesian Model Averaging in the Instrumental Variable Regression Model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney - Scottish Institute for Research in Economics (SIRE) - 2011
develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is …
Persistent link: https://www.econbiz.de/10010552399
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Non-stationary partition modeling of geostatistical data for malaria risk mapping
Gosoniu, Laura; Vounatsou, Penelope - In: Journal of Applied Statistics 38 (2011) 1, pp. 3-13
-regions are treated as random parameters in the model and inference is made using reversible jump Markov chain Monte Carlo …
Persistent link: https://www.econbiz.de/10008773825
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A Heuristic Bayesian Method for Segmenting DNA Sequence Alignments and Detecting Evidence for Recombination and Gene Conversion
Kedzierska, Anna; Husmeier, Dirk - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 27-27
We propose a heuristic approach to the detection of evidence for recombination and gene conversion in multiple DNA sequence alignments. The proposed method consists of two stages. In the first stage, a sliding window is moved along the DNA sequence alignment, and phylogenetic trees are sampled...
Persistent link: https://www.econbiz.de/10005459153
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Global and local covert visual attention: Evidence from a bayesian hidden markov model
Liechty, John; Pieters, Rik; Wedel, Michel - In: Psychometrika 68 (2003) 4, pp. 519-541
Persistent link: https://www.econbiz.de/10005603084
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