Narrow search
Showing 1 - 10 of 64
Cover Image
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick; Forbes, Catherine Scipione; Martin, Gael M. - 2016
Persistent link: https://www.econbiz.de/10011781784
Cover Image
Nonparametric regression approach to Bayesian estimation
Gao, Jiti; Hong, Han - 2014
Persistent link: https://www.econbiz.de/10011781031
Cover Image
Bayesian estimation for partially linear models with an application to household gasoline consumption
Chen, Haotian; Zhang, Xibin - 2014
Persistent link: https://www.econbiz.de/10011781041
Cover Image
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
Cover Image
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - 2015 - Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Cover Image
On consistency of approximate Bayesian computation
Frazier, David T.; Martin, Gael M.; Robert, Christian P. - 2015
Persistent link: https://www.econbiz.de/10011781386
Cover Image
A frequency approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011781652
Cover Image
Bayesian rank selection in multivariate regression
Jiang, Bin; Panagiotelis, Anastasios; Athanasopoulos, George - 2016
Persistent link: https://www.econbiz.de/10011781655
Cover Image
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
Cover Image
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.; McCabe, Brendon P. M.; Frazier, David T.; … - 2016
Persistent link: https://www.econbiz.de/10011781699