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Walker, Stephen G.
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5
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2
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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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2
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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3
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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4
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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5
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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6
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
Saved in:
7
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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8
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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9
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
Saved in:
10
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
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