Bayesian analysis and MCMC 1.zip

大小:5.92 MB

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本附件包括：

• understanding the metropolis-hastings algorithm.pdf
• 具有缺失数据的贝叶斯网络结构学习算法研究.pdf
• 基于Gibbs抽样的厚尾SV模型贝叶斯分析及其应用.pdf
• 基于MCMC方法的粒子滤波改进算法.pdf
• 基于MCMC方法的贝叶斯AR_p_模型分析.pdf
• 基于MCMC的金融市场风险VaR的估计.pdf
• 用MCMC 方法估计常见利率模型.pdf
• 马尔可夫状态转换加随机波动瞬时利率.pdf
• 马尔可夫链.pdf

Bayesian analysis and MCMC 2.zip

大小:15.74 MB

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本附件包括：

• monte carlo integration with markov chain.pdf
• Monte carlo methods and bayesian computation.pdf
• monte carlo sampling using markov chain and their applications.pdf
• On leverage in a stochastic volat.pdf
• on mcmc method for nonlinear and non-gaussian state-space model.pdf
• PARAMETER ESTIMATION IN STOCHASTI.pdf
• Parameterisation and Efficient MC.pdf
• Probabilistic Inference Using MCMC.pdf
• Robust Bayesian Analysis of Heavy.pdf
• Simulation and Monte Carlo with Applications,Dagpunar - John Wiley.pdf
• Stochastic Volatility- Likelihood Inference and Comparison with ARCH Models.pdf
• student-seminar.pdf
• The Calculation of Posterior Distributions by Data Augmentation .pdf

Bayesian analysis and MCMC 3.zip

大小:9.52 MB

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本附件包括：

• MCMC analysis of diffusian model with application to finance.pdf
• MCMC and Gibbs sampling.pdf
• MCMC Bayesian Estimation of a Skew-GED Stochastic.pdf
• McMC Estimation of Multiscale Sto.pdf
• MCMC for bayesian analysis.pdf
• MCMC for statistic inference.pdf
• MCMC Methods for Continuous-Time financial econometrics.pdf
• MCMC Methods for Estimating Stochastic volatility model with leverage effect.pdf
• MCMC Methods for Financial Econometrics.pdf
• MCMC methods implemetation and comparison.pdf
• mcmc-gibbs-intro.pdf
• Metropolis in R.pdf
• modeling stochastic volatility with application to stock returns.pdf

Bayesian analysis and MCMC 4.zip

大小:5.12 MB

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本附件包括：

• Discrete-Time Stochastic Volatili.pdf
• discussion of MCMC-based inference by R.pdf
• Estimation of Stochastic Volatility Models- An.pdf
• Inference With Non-Gaussian Ornstein-Uhlenbeck Processes.pdf
• LectureNotes_6 MCMC.pdf
• marginal likelihood from Gibbs output.pdf
• marginal likelihood from metropolis-hasting output.pdf
• Markov Chain Monte Carlo for Statistical Inference.pdf
• Markov Chain Monte Carlo Methods for Bayesian Analysis.pdf
• Markov Chain Monte Carlo methods for Generalized Stochastic Volatility Models.pdf
• markov chain monte carlo simulation methods in econometrics.pdf
• Markov Chains for Exploring Posterior Distributions Luke Tierney.pdf

selected papers 5.zip

大小:10.95 MB

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本附件包括：

• 1994 Bayesian Analysis of Stochastic Jrnl of Bus & Econ Stats.pdf
• Bayesian Analysis of Linear Factor Models with.pdf
• Bayesian Estimation of a Stochast.pdf
• BUGS for a Bayesian analysis of stochastic volatility models.pdf
• Lecture 12_ Bayesian Estimation o.pdf