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On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming; Chen, Rong; Mykland, Per A. - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
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On Generating Monte Carlo Samples of Continuous Diffusion Bridges
Lin, Ming; Chen, Rong; Mykland, Per - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-839
Persistent link: https://www.econbiz.de/10008452536
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Self-Selectivity in Firm's Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback
Chen, Rong; Guo, Re-Jin; Lin, Ming - In: Journal of the American Statistical Association : JASA 105 (2010) 492, pp. 1297-1310
Persistent link: https://www.econbiz.de/10008819040
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Independent particle filters
Lin, Ming T.; Zhang, Junni L.; Cheng, Qiansheng; Chen, Rong - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1412-1421
Persistent link: https://www.econbiz.de/10003242169
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Regeneration in Markov Chain Samplers
Mykland, Per; Tierney, Luke; Yu, Bin - In: Journal of the American Statistical Association : JASA 90 (1995) 429, pp. 233-241
Persistent link: https://www.econbiz.de/10006634759
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A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1393-1411
Persistent link: https://www.econbiz.de/10003242153
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Theory and Methods - Independent Particle Filters
Lin, Ming T.; Zhang, Junni L.; Cheng, Qiansheng; Chen, Rong - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1412-1421
Persistent link: https://www.econbiz.de/10006605478
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Theory and Methods - Sequential Monte Carlo Methods for Dynamic Systems
Llu, Jun S.; Chen, Rong - In: Journal of the American Statistical Association : JASA 93 (1998) 443, pp. 1032-1044
Persistent link: https://www.econbiz.de/10006628312
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Theory and Methods - Rejection Control and Sequential Importance Sampling
Liu, Jun S.; Chen, Rong; Wong, Wing Hung - In: Journal of the American Statistical Association : JASA 93 (1998) 443, pp. 1022-1031
Persistent link: https://www.econbiz.de/10006628313
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An Analysis of Transformations for Additive Nonparametric Regression
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Hardle, … - In: Journal of the American Statistical Association : JASA 92 (1997) 440, pp. 1512-1521
Persistent link: https://www.econbiz.de/10006629778