2008 | ||
---|---|---|
3 | EE | Chris M. Strickland, Gael M. Martin, Catherine S. Forbes: Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Computational Statistics & Data Analysis 52(6): 2911-2930 (2008) |
2006 | ||
2 | EE | Chris M. Strickland, Catherine S. Forbes, Gael M. Martin: Bayesian analysis of the stochastic conditional duration model. Computational Statistics & Data Analysis 50(9): 2247-2267 (2006) |
2005 | ||
1 | EE | Andrew D. Sanford, Gael M. Martin: Simulation-based Bayesian estimation of an affine term structure model. Computational Statistics & Data Analysis 49(2): 527-554 (2005) |
1 | Catherine S. Forbes | [2] [3] |
2 | Andrew D. Sanford | [1] |
3 | Chris M. Strickland | [2] [3] |