Bayesian Estimation and Particle Filter for Max-Stable Processes
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References listed on IDEAS
- Chib, Siddhartha & Greenberg, Edward, 1996.
"Markov Chain Monte Carlo Simulation Methods in Econometrics,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-21 (All new papers)
- NEP-ECM-2010-08-21 (Econometrics)
- NEP-ETS-2010-08-21 (Econometric Time Series)
- NEP-RMG-2010-08-21 (Risk Management)
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