52 citations · 99 across the 10 of their papers we have counts for
Showing 2015 · stat.MEShow all
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stat.ME2015
Moment conditions and Bayesian nonparametrics
Luke Bornn, Neil Shephard, Reza Solgi
Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a mo…
stat.ME2015★ 7 cited
Likelihood inference for exponential-trawl processes
Neil Shephard, Justin J. Yang
Integer-valued trawl processes are a class of serially correlated, stationary and infinitely divisible processes that Ole E. Barndorff-Nielsen has been working on in recent years.…