AAAAAA

   
Results: 1-7 |
Results: 7
Bayesian calibration of computer models - Discussion
Authors: Wynn, HP Brown, PJ Anderson, C Rougier, JC Diggle, PJ Goldstein, M Kendall, WS Craig, P Beven, K Campbell, K McKay, MD Challenor, P Cooke, RM Higgins, NA Jones, JA Kleijnen, JPC Notz, W Santner, T Williams, B Lehman, J Saltelli, A Shephard, N Tjelmeland, H Kennedy, MC O'Hagan, A
Citation: Hp. Wynn et al., Bayesian calibration of computer models - Discussion, J ROY STA B, 63, 2001, pp. 450-464
Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics
Authors: Barndorff-Nielsen, OE Shephard, N
Citation: Oe. Barndorff-nielsen et N. Shephard, Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics, J ROY STA B, 63, 2001, pp. 167-207
Likelihood inference for discretely observed nonlinear diffusions
Authors: Elerian, O Chib, S Shephard, N
Citation: O. Elerian et al., Likelihood inference for discretely observed nonlinear diffusions, ECONOMETRIC, 69(4), 2001, pp. 959-993
Modelling by Levy processess for financial econometrics
Authors: Barndorff-Nielsen, OE Shephard, N
Citation: Oe. Barndorff-nielsen et N. Shephard, Modelling by Levy processess for financial econometrics, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 283-318
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman
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
Citation: J. Durbin et al., Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman, J ROY STA B, 62, 2000, pp. 29-56
A modelling framework for the prices and times of trades made on the New York Stock Exchange
Authors: Rydberg, TH Shephard, N
Citation: Th. Rydberg et N. Shephard, A modelling framework for the prices and times of trades made on the New York Stock Exchange, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 217-246
Filtering via simulation: Auxiliary particle filters
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
Risultati: 1-7 |