On Metropolis-Hastings algorithms with delayed rejection
AbstractNo abstract is available for this item.
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Bibliographic InfoArticle provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.
Volume (Year): LIX (2001)
Issue (Month): 3-4 ()
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- Cappuccio Nunzio & Lubian Diego & Raggi Davide, 2004.
"MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 8(2), pages 1-31, May.
- Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, University of Verona, Department of Economics.
- DUFAYS, Arnaud, 2012. "Infinite-state Markov-switching for dynamic volatility and correlation models," CORE Discussion Papers 2012043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luca Martino & Jesse Read, 2013. "On the flexibility of the design of multiple try Metropolis schemes," Computational Statistics, Springer, vol. 28(6), pages 2797-2823, December.
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