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Theory and Methods - Constructing Stationary Time Series Models Using Auxiliary Variables With Applications
Pitt, Michael K.; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 554-564
Persistent link: https://www.econbiz.de/10006606917
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Theory and Methods - Filtering via Simulation: Auxiliary Particle Filters
Pitt, Michael K.; Shephard, Neil - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 590-599
Persistent link: https://www.econbiz.de/10006626716
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TRADE UNION DECLINE AND THE DISTRIBUTION OF WAGES IN THE UK: EVIDENCE FROM KERNEL DENSITY ESTIMATION*
Bell, Brian D.; Pitt, Michael K. - In: Oxford bulletin of economics and statistics 60 (1998) 4, pp. 509-528
Persistent link: https://www.econbiz.de/10006464310
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Particle filters for continuous likelihood evaluation and maximisation
Malik, Sheheryar; Pitt, Michael K. - In: Journal of econometrics 165 (2011) 2, pp. 190-210
Persistent link: https://www.econbiz.de/10009806616
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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
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Theory and Methods - On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1292-1296
Persistent link: https://www.econbiz.de/10006605487
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How many samples?: a Bayesian nonparametric approach
Walker, Stephen G. - In: The statistician : journal of the Institute of Statisticians 52 (2003) 4, pp. 475-482
Persistent link: https://www.econbiz.de/10005930721
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A new class of Bayesian semi-parametric models with applications to option pricing
Kacperczyk, Marcin; Damien, Paul; Walker, Stephen G. - In: Quantitative finance 13 (2013) 6, pp. 967-980
Persistent link: https://www.econbiz.de/10010134654
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BAYESIAN CONSISTENCY FOR STATIONARY MODELS
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G.; … - In: Econometric theory 23 (2007) 4, pp. 749-760
Persistent link: https://www.econbiz.de/10007732414
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On the Stationary Version of the Generalized Hyperbolic ARCH Model
Mena, Ramsés H.; Walker, Stephen G. - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10007739130