On Metropolis-Hastings algorithms with delayed rejection
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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 ()
Contact details of provider:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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).
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alessio Farcomeni).
If references are entirely missing, you can add them using this form.