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Dr Michael Pitt

Working Papers

(with S. Walker) Construction of time series via the Gibbs sampler with application to volatility models in postscript. (working paper 1998, changed 1999).

(with S. Walker) Consruction of time series with application to volatility models in postscript. (working paper 1998, changed 1999).

(with N. Shephard) Joint MCMC methods for non-Gaussian measurement time series in postscript.