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Citation: Sd. Hodges et al., Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion, J ROY STA B, 63, 2001, pp. 208-241

Authors: Durbin, J Koopman, SJ Smith, JQ Shephard, N Chatfield, C Young, P Harvey, A Bhansali, RJ Sahu, SK Doornik, JA Nelder, JA Pitt, MK Aitkin, M Bartlett, MS Chan, K Tong, H Diebold, FX van Dijk, HK Fahrmeir, L Fruhwirth-Schnatter, S Gamerman, D Jacquier, E Polson, NG Jorgensen, B Lundbye-Christensen, S Kitagawa, G Higuchi, T Kumar, K Lee, Y Maravall, A Quenneville, B Thomson, P Zellner, A

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Authors: Pitt, MK Shephard, N

Citation: Mk. Pitt et N. Shephard, Filtering via simulation: Auxiliary particle filters, J AM STAT A, 94(446), 1999, pp. 590-599

Authors: Bell, BD Pitt, MK

Citation: Bd. Bell et Mk. Pitt, Trade union decline and the distribution of wages in the UK: Evidence fromkernel density estimation, OX B ECON S, 60(4), 1998, pp. 509