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~subject:"Markov chain"
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Markov chain
Theorie
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52
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52
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52
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50
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39
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29
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28
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24
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English
16
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Martin, Gael M.
14
Forbes, Catherine Scipione
10
Maneesoonthorn, Worapree
7
McCabe, Brendan Peter Martin
3
Frazier, David T.
2
Leung, Patrick
2
Poskitt, Donald Stephen
2
Hu, Shuowen
1
Robert, Christian P.
1
Sanford, Andrew D.
1
Strickland, Chris
1
Strickland, Chris M.
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Zhang, Jing
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
Econometric reviews
1
International journal of forecasting
1
Journal of applied econometrics
1
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ECONIS (ZBW)
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1
Estimating components in finite mixtures and hidden Markov models
Poskitt, Donald Stephen
;
Zhang, Jing
-
2004
Persistent link: https://www.econbiz.de/10002121825
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2
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
-
2010
Persistent link: https://www.econbiz.de/10008759297
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3
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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4
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
5
Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
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6
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
7
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
9
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
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