A Bootstrap Likelihood Approach to Bayesian Computation

Author:

Zhu Weixuan1,Marin J. Miguel1,Leisen Fabrizio2

Affiliation:

1. Departamento de Estadistica; Universidad Carlos III de Madrid; Calle Madrid 126 28903 Getafe Madrid Spain

2. School of Mathematics, Statistics and Actuarial Science; University of Kent; Canterbury CT2 7NF UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference31 articles.

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4. Generalized autorregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

5. The YUIMA Project: A computational framework for simulation and inference of stochastic differential equations;Brouste;J. Statist. Software,2014

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