Perfect forward simulation via simulated tempering

Communications in Statistics: Simulation and Computation

Volumn 35, Issue 3, 2006, Pages 683-713

  Brooks, Stephen P ^a   Fan, Yanan ^b   Rosenthal, Jeffrey S ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

Autoregressive time series; Band return data; Coupling from the past; Regeneration; Reversible jump MCMC; Small sets

Indexed keywords

EID: 33745057561     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910600716753     Document Type: Article

References (48)