Estimation of a Self-Exciting Jump Diffusion Model for Oil Price by a Particle Markov Chain Monte Carlo Method

SSRN Electronic Journal ◽

10.2139/ssrn.3245915 ◽

2018 ◽

Author(s):

Luca Gonzato ◽

Carlo Sgarra

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Diffusion Model ◽

Jump Diffusion ◽

Oil Price ◽

Jump Diffusion Model

Download Full-text

An Efficient Markov-Chain Monte Carlo Method for the State Space Models with Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2340389 ◽

2013 ◽

Author(s):

Yu-Fan Huang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

State Space ◽

Stochastic Volatility ◽

The State ◽

State Space Models

Download Full-text

A Birth-Death Markov Chain Monte Carlo Method to Estimate the Number of States in a State-Contingent Production Frontier Model

SSRN Electronic Journal ◽

10.2139/ssrn.2448542 ◽

2014 ◽

Author(s):

Jose Luis Preciado Arreola ◽

Andrew Johnson

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Production Frontier ◽

Birth Death

Download Full-text

Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus

Proceedings of The Royal Society B Biological Sciences ◽

10.1098/rspb.1999.0932 ◽

1999 ◽

Vol 266 (1436) ◽

pp. 2359-2366 ◽

Cited By ~ 8

Author(s):

N.J. Burroughs ◽

D. Pillay ◽

D. Mutimer

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hepatitis B Virus ◽

Monte Carlo Method ◽

Hepatitis B ◽

Significance Testing ◽

Virus Dynamics ◽

B Virus ◽

Dynamics Models

Download Full-text

Reciprocal Sliding Friction Model for an Electro-Deposited Coating and Its Parameter Estimation Using Markov Chain Monte Carlo Method

Materials ◽

10.3390/ma9040237 ◽

2016 ◽

Vol 9 (4) ◽

pp. 237 ◽

Cited By ~ 2

Author(s):

Kyungmok Kim ◽

Jaewook Lee

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Sliding Friction ◽

Friction Model

Download Full-text

Robustness analysis of underground powerhouse construction simulation based on Markov Chain Monte Carlo method

Science China Technological Sciences ◽

10.1007/s11431-015-5859-3 ◽

2015 ◽

Vol 59 (2) ◽

pp. 252-264 ◽

Cited By ~ 6

Author(s):

DengHua Zhong ◽

Lei Bi ◽

Jia Yu ◽

MengQi Zhao

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Robustness Analysis ◽

Construction Simulation ◽

Underground Powerhouse ◽

Simulation Based

Download Full-text

Kinetic Modeling of High-Pressure Pyrite Oxidation with Parameter Estimation and Reliability Analysis Using the Markov Chain Monte Carlo Method

Industrial & Engineering Chemistry Research ◽

10.1021/acs.iecr.5b02374 ◽

2015 ◽

Vol 54 (41) ◽

pp. 9920-9930 ◽

Cited By ~ 5

Author(s):

Vladimir V. Zhukov ◽

Arto Laari ◽

Tuomas Koiranen

Keyword(s):

High Pressure ◽

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Reliability Analysis ◽

Kinetic Modeling ◽

Pyrite Oxidation

Download Full-text

Seismic inversion and uncertainty analysis using a transdimensional Markov chain Monte Carlo method

10.1190/segam2016-13870581.1 ◽

2016 ◽

Cited By ~ 1

Author(s):

Dehan Zhu ◽

Richard Gibson

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Uncertainty Analysis ◽

Seismic Inversion

Download Full-text

A Gradient-Based Blocking Markov Chain Monte Carlo Method for Stochastic Inverse Modeling

Geostatistics Valencia 2016 - Quantitative Geology and Geostatistics ◽

10.1007/978-3-319-46819-8_53 ◽

2017 ◽

pp. 777-788

Author(s):

Jianlin Fu ◽

J. Jaime Gómez-Hernández ◽

Song Du

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Inverse Modeling ◽

Gradient Based

Download Full-text

Attempt of Bayesian Estimation from Left-censored Data Using the Markov Chain Monte Carlo Method: Exploring Cr(VI) Concentrations in Mineral Water Products

Food Safety ◽

10.14252/foodsafetyfscj.d-20-00007 ◽

2020 ◽

Vol 8 (4) ◽

pp. 67-89

Author(s):

Yoshinari Suzuki ◽

Noriko Tanaka ◽

Hiroshi Akiyama

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Bayesian Estimation ◽

Censored Data ◽

Mineral Water

Download Full-text

Electromagnetic Full Waveform Inversion based on Bayesian Markov-chain Monte-Carlo Method

Proceedings of the 7th International Conference on Environment and Engineering Geophysics & Summit Forum of Chinese Academy of Engineering on Engineering Science and Technology ◽

10.2991/iceeg-16.2016.115 ◽

2016 ◽

Author(s):

Lei Yue ◽

Jianhua Yue ◽

Zhixin Liu ◽

Xuemei Qi ◽

Knud Skou Cordua

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Waveform Inversion ◽

Full Waveform Inversion ◽

Full Waveform

Download Full-text