J.Q. Smith and Antonio Santos
Diebold FX, Lopez JA. 1995. Modeling volatility dynamics. In Macroeconomics:
Developments, Tensions, and Prospects, K. Hoover (ed.), pp. 427-472. Boston:
Kluwer Academic Press.
Doucet A. 2000. On sequential simulation-based methods for bayesian filtering.
Statistics and Computing 10: 197-208.
Doucet A, de Freitas N, Gordon N. 2001. Sequential Monte Carlo Methods in
Practice. New York: Springer.
Doucet A, Godsill S, Andrieu C. 2000. On sequential monte carlo sampling meth-
ods for bayesian filtering. Technical report, Signal Processing Group, Depart-
ment of Engineering, University of Cambridge.
Engle RF. 1995. ARCH: Selected Readings. Oxford: Oxford University Press.
Fearnhead P. 1998. Sequential Monte Carlo metods in filter theory. Ph. D. thesis,
University of Oxford.
Freitas JFG. 1999. Bayesian Methods for Neural Networks. Ph. D. thesis, Engi-
neering Department, University of Cambridge.
Gallant AR, Rossi PE, Tauchen G. 1993. Nonlinear dynamics structures. Econo-
metrica 61: 871-907.
Gamerman D. 1997. Markov Chain Monte Carlo: Stochastic Simulation for
Bayesian Inference. London: Chapman & Hall.
Gilks WR, Richardson S, Spiegelhalter DJ. 1996. Introducing markov chain monte
carlo. In Markov Chain Monte Carlo in Practice, W. R. Gilks, S. Richardson,
and D. J. Spiegelhalter (eds.). London: Chapman & Hall.
Godsill SJ, Doucet A, West M. 2000. Monte carlo smoothing for non-linear time
series. Technical report, Institute of Statistics and Decision Sciences, Duke
University.
G.E.M.F - F.E.U.C.
21
More intriguing information
1. Population ageing, taxation, pensions and health costs, CHERE Working Paper 2007/102. NVESTIGATING LEXICAL ACQUISITION PATTERNS: CONTEXT AND COGNITION
3. A Consistent Nonparametric Test for Causality in Quantile
4. The Challenge of Urban Regeneration in Deprived European Neighbourhoods - a Partnership Approach
5. The economic doctrines in the wine trade and wine production sectors: the case of Bastiat and the Port wine sector: 1850-1908
6. The name is absent
7. Empirically Analyzing the Impacts of U.S. Export Credit Programs on U.S. Agricultural Export Competitiveness
8. Co-ordinating European sectoral policies against the background of European Spatial Development
9. Voluntary Teaming and Effort
10. The name is absent