We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Stat. Methodol. 16 (2014) 100–116), a methodology that is designed to update all the parameters ...
C. Bracken, B. Rajagopalan, & E. Zagona (2014). “A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: ...
Journal of Applied Econometrics, Vol. 20, No. 2, Recent Developments in Business Cycle Analysis (2005), pp. 253-274 (22 pages) The objective of this paper is to evaluate the effectiveness of using a ...