Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo Kreuzer, Alexander Czado, Claudia 2021 - Forschungsinformationssystem der UHH
Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation Kreuzer, Alexander Czado, Claudia 2020 - Forschungsinformationssystem der UHH