Diego Lubian
2004
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Diego Lubian trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Diego Lubian overall
Papers from Diego Lubian's perspective
Ordered by how strongly the researchers Diego Lubian trusts endorse each paper. Same corpus, a different order for every researcher.
- Bayes factors
- Monte Carlo Sampling Methods Using Markov Chains and Their Applications
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Conditional density and value‐at‐risk prediction of Asian currency exchange rates
- On Metropolis-Hastings algorithms with delayed rejection
- Generalized autoregressive conditional heteroskedasticity
- Sampling-Based Approaches to Calculating Marginal Densities
- Estimating the Dimension of a Model
- Mixture models : inference and applications to clustering
- Bayesian Model Choice: Asymptotics and Exact Calculations
Their papers
- MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (2004) — 47 citations