Items where Author is "Gonzalez Belmonte, Miguel Angel"

Journal Article

Gonzalez Belmonte, Miguel Angel and Koop, Gary and Korobilis, Dimitris (2014) Hierarchical shrinkage in time-varying parameter models. Journal of Forecasting, 33 (1). 80–94. ISSN 0277-6693

Gonzalez Belmonte, Miguel Angel and Papaspiliopoulos, Omiros (2010) Discussion on the paper of 'Particle Markov chain Monte Carlo methods' by Christophe Andrieu, Arnaud Doucet, and Roman Holenstein. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72 (3). pp. 308-310. ISSN 1369-7412

Contribution in Book/Report/Proceedings

Gonzalez Belmonte, Miguel Angel and Koop, Gary (2014) Model switching and model averaging in time-varying parameter regression models. In: Bayesian model comparision :. Advances in Econometrics . Emerald Group Publishing Ltd., pp. 45-69. ISBN 9781784411855

Contribution to Conference

Papaspiliopoulos, Omiros and Gonzalez Belmonte, Miguel Angel and Pitt, Michael (2008) Particle filters for state and parameter estimation of Cox Process : likelihood based estimation for diffusion models. In: International Workshop on Applied Probability 2008, 2008-07-07 - 2008-07-10, Université de Technologie de Compiègne.