Use in practice of importance sampling for repeated MCMC for Poisson models
- Creator: Gajda, Dorota , Guihenneuc-Jouyaux, Chantal , Rousseau, Judith , Mengersen, Kerry , Nur, Darfiana
- Resource Type: journal article
- Date: 2010
MCMC methods for comparing stochastic volatility and GARCH models
- Creator: Gerlach, Richard , Tuyl, Frank
- Resource Type: journal article
- Date: 2006