Gary Yang

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All published works

Action	Title	Year	Authors
+	Bayesian Inference for Continuous-Time ARMA Models Driven by Jump Diffusions	2007	Gary Yang Simon Godsill
+	Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian LÉVY Processes	2006	Simon Godsill Gary Yang

Common Coauthors

Coauthor	Papers Together
Simon Godsill	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes	2004	Gareth O. Roberts Omiros Papaspiliopoulos Πέτρος Δελλαπόρτας	2
+	FITTING A CONTINUOUS TIME AUTOREGRESSION TO DISCRETE DATA	1981	Richard H. Jones	1
+	Probability and Random Processes	2004	Geoffrey Grimmett David Stirzaker	1
+ PDF Chat	Monte Carlo Statistical Methods	2000	Hoon Kim Christian P. Robert George Casella	1
+	The simulation smoother for time series models	1995	Piet de Jong Neil Shephard	1
+ PDF Chat	The Euler scheme for Lévy driven stochastic differential equations	1997	Philip Protter Denis Talay	1
+	On the Relationship Between Markov chain Monte Carlo Methods for Model Uncertainty	2001	Simon Godsill	1
+	Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models	2006	Viktor Todorov George Tauchen	1
+	On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm	2001	Gareth O. Roberts	1
+	Reversible jump Markov chain Monte Carlo computation and Bayesian model determination	1995	Peter J. Green	1
+	On Gibbs sampling for state space models	1994	Chris Carter Robert Kohn	1
+	Markov Chain Monte Carlo in Practice	1995	Walter R. Gilks Sylvia Richardson David J. Spiegelhalter	1
+ PDF Chat	Likelihood Inference for Discretely Observed Nonlinear Diffusions	2001	Ola Elerian Siddhartha Chib Neil Shephard	1
+	Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian LÉVY Processes	2006	Simon Godsill Gary Yang	1
+	Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation	2005	Andrew Golightly Darren J. Wilkinson	1
+	Introduction to Time Series and Forecasting	2002	Peter J. Brockwell Richard A. Davis	1
+	Likelihood inference for discretely observed non-linear diffusions	1998	Ola Elerian Siddhartha Chib Neil Shephard	1
+	MCMC and EM-based methods for inference in heavy-tailed processes with α-stable innovations	2003	Simon Godsill	1
+	Bayesian inference for time series with heavy-tailed symmetric α-stable noise processes	1999	SJ Godsill EE Kuruoglu	1