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On Metropolis-Hastings algorithms with delayed rejection

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  • Antonietta Mira
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    File URL: ftp://metron.sta.uniroma1.it/RePEc/articoli/2001-LIX-3_4-16.pdf
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    Article provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.

    Volume (Year): LIX (2001)
    Issue (Month): 3-4 ()
    Pages: 231-241

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    Handle: RePEc:mtn:ancoec:2001:3:16

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    Cited by:
    1. 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.
    2. 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).
    3. 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.

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