Michael K. Pitt | DeepAI

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Arnaud Doucet
106 publications
Robert Kohn
39 publications
George Deligiannidis
31 publications
Sebastian M. Schmon
13 publications
Landan Zhang
1 publication

research

∙ 04/02/2021

Dynamic models using score copula innovations

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

0 Landan Zhang, et al. ∙

research

∙ 06/26/2018

Large Sample Asymptotics of the Pseudo-Marginal Method

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

1 Sebastian M. Schmon, et al. ∙