3 papers
stat.CO2007
Population-Based Reversible Jump Markov Chain Monte Carlo
Ajay Jasra, David A. Stephens, Chris C. Holmes
In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that…
stat.ME2007
Non-Regular Likelihood Inference for Seasonally Persistent Processes
Emma J. McCoy, Sofia C. Olhede, David A. Stephens
The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the…
math.PR2007
The Explicit Chaotic Representation of the powers of increments of Levy Processes
Wing Yan Yip, David Stephens, Sofia Olhede
An explicit formula for the chaotic representation of the powers of increments, (X_{t+t_0}-X_{t_0})^n, of a Levy process is presented. There are two different chaos expansions of a…