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Practical filtering for stochastic volatility models
Stroud, Jonathan R.; Polson, Nicholas G.; Müller, Peter - In: State space and unobserved component models : theory …, (pp. 236-247). 2004
Persistent link: https://www.econbiz.de/10009719923
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Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.; Polson, Nicholas G.; Stroud, … - In: The review of financial studies 22 (2009) 7, pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
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Convergence of Markov chain Monte Carlo algorithms
Polson, Nicholas G. - 1993
Persistent link: https://www.econbiz.de/10000899197
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Diagnostic measures for model criticism
Carota, Cinzia; Parmigiani, Giovanni; Polson, Nicholas G. - 1994
Persistent link: https://www.econbiz.de/10000899160
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Bayesian inference
Polson, Nicholas G. (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000905283
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Bayesian inference ; 1
Polson, Nicholas G. (ed.); Tiao, George C. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000905284
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Bayesian inference ; 2
Polson, Nicholas G. (ed.); Tiao, George C. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000905285
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Stochastic volatility : univariate and multivariate extensions
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995
Persistent link: https://www.econbiz.de/10000918910
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A Bayesian decision theoretic characterization of Poisson processes
Polson, Nicholas G. - In: Journal of the Royal Statistical Society 53 (1991) 3, pp. 675-682
Persistent link: https://www.econbiz.de/10001115409
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Models and priors for multivariate stochastic volatility
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000925647