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Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias; Kohn, Robert; Giordani, Paolo - In: Journal of econometrics 153 (2009) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10003920289
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On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.; Santos Silva, Ralph dos; Giordani, Paolo - In: Journal of econometrics 171 (2012) 2, pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
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A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo; Kohn, Robert; Dijk, Dick van - In: Journal of econometrics 137 (2007) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
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A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo; Kohn, Robert; van Dijk, Dick - In: Journal of econometrics 137 (2007) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10007596839
Cover Image
Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias; Kohn, Robert; Giordani, Paolo - In: Journal of econometrics 153 (2009) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10008314439
Cover Image
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
Pitt, Michael K.; Silva, Ralph dos Santos; Giordani, Paolo - In: Journal of econometrics 171 (2012) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010034684
Cover Image
Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias; Kohn, Robert; Giordani, Paolo - In: Journal of econometrics 153 (2009) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10008883199