Michael K. Pitt | DeepAI

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Featured Co-authors

Arnaud Doucet
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∙ 04/02/2021

Dynamic models using score copula innovations

This paper introduces a new class of observation driven dynamic models. ...

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∙ 06/26/2018

Large Sample Asymptotics of the Pseudo-Marginal Method

The pseudo-marginal algorithm is a variant of the Metropolis-Hastings al...

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