Title of article :
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Author/Authors :
Chris M. Strickland، نويسنده , , Gael M. Martin، نويسنده , , Catherine S. Forbes، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Stochastic volatility model , Stochastic conditional durationmodel , Non-centred parameterisations , Bayesian estimation , Inefficiency factor
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
