Mark J. Jensen
2004
A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Whom Mark J. Jensen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Siddhartha Chib
- S. MacEachern
- Keisuke Hirano
- Ingrid Daubechies
- Thomas S. Ferguson
- Roger Fletcher
- Matthew West
- B. Ray
- Rohit S. Deo
- Donald B. Percival
Who trusts Mark J. Jensen overall
- Jim E. Griffin
- Mark J. Jensen
- John M. Maheu
- Mark F. J. Steel
- Michael Mcaleer
- C. Fehringer
- Mathieu Rosenbaum
Papers from Mark J. Jensen's perspective
Ordered by how strongly the researchers Mark J. Jensen trusts endorse each paper. Same corpus, a different order for every researcher.
- Bayesian Density Estimation and Inference Using Mixtures
- Estimating normal means with a conjugate style dirichlet process prior
- Long-range Dependence in Daily Stock Volatilities
- Markov chain Monte Carlo methods for stochastic volatility models
- Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- BAYESIAN DENSITY ESTIMATION BY MIXTURES OF NORMAL DISTRIBUTIONS
- MARKOV CHAIN MONTE CARLO METHODS: COMPUTATION AND INFERENCE
- ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (Econometric Theory)
- Semiparametric Bayes analysis of longitudinal data treatment models
Their papers
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (2004) — 57 citations