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Bayesian Covariance Matrix Est...
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Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
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2
Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.
;
Kohn, Robert
-
1995
Persistent link: https://www.econbiz.de/10000912047
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3
On gibbs sampling for state space models
Carter, Chris K.
;
Kohn, Robert
-
1993
Persistent link: https://www.econbiz.de/10000859358
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4
Markov chain Monte Carlo in state space models
Carter, Chris K.
;
Kohn, Robert
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1993
Persistent link: https://www.econbiz.de/10000878114
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5
Comparison of sampling schemes
Carter, Chris K.
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1993
Persistent link: https://www.econbiz.de/10000878115
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.
;
Kohn, Robert
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1994
Persistent link: https://www.econbiz.de/10000887142
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Diagnostics for time series analysis
Gerlach, Richard
;
Carter, Chris K.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000965127
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A comparison of the Reinsch and Speckman splines
Carter, Chris K.
;
Eagleson, Geoff K.
;
Silverman, B. W.
-
1990
Persistent link: https://www.econbiz.de/10000846735
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A comparison of variance estimators in non-parametric regression
Carter, Chris K.
;
Eagleson, Geoff K.
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1990
Persistent link: https://www.econbiz.de/10000846736
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10
Tourism forecasting and marketing
Wong, Kevin
(
contributor
);
Song, Haiyan
(
contributor
); …
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2002
Persistent link: https://www.econbiz.de/10001711119
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