papers
Publications (5)
stat.ME2017
A Nonparametric Bayesian Approach to Copula Estimation
Shaoyang Ning, Neil Shephard
stat.CO2015
Locally weighted Markov chain Monte Carlo
Espen Bernton, Shihao Yang, Yang Chen +2
stat.ME2016
Nonparametric hierarchical Bayesian quantiles
Luke Bornn, Neil Shephard, Reza Solgi
stat.ME2016
Moment conditions and Bayesian nonparametrics
Luke Bornn, Neil Shephard, Reza Solgi
math.PR2005
Limit theorems for bipower variation in financial econometrics
Ole E. Barndorff-Nielsen, Svend E. Graversen, Jean Jacod +1