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Gael M. Martin
Publication Activity (10 Years)
Years Active: 2005-2008
Publications (10 Years): 0
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Publications
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Chris M. Strickland
,
Gael M. Martin
,
Catherine S. Forbes
Parameterisation and efficient MCMC estimation of non-Gaussian state space models.
Comput. Stat. Data Anal.
52 (6) (2008)
Chris M. Strickland
,
Catherine S. Forbes
,
Gael M. Martin
Bayesian analysis of the stochastic conditional duration model.
Comput. Stat. Data Anal.
50 (9) (2006)
Andrew D. Sanford
,
Gael M. Martin
Simulation-based Bayesian estimation of an affine term structure model.
Comput. Stat. Data Anal.
49 (2) (2005)