A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)

成果类型：

Article

署名作者：

Watanabe, T; Omori, Y

署名单位：

Tokyo Metropolitan University; University of Tokyo

刊物名称：

BIOMETRIKA

ISSN/ISSBN：

0006-3444

DOI：

10.1093/biomet/91.1.246

发表日期：

2004

页码：

246248

关键词：

摘要：

This note points out a problem in the multi-move sampler as proposed by Shephard & Pitt (1997) and provides an alternative correct formulation.

来源URL：