Bayesian Analysis

Rejoinder

Jesse Windle and Carlos M. Carvalho

Full-text: Open access

Article information

Source
Bayesian Anal., Volume 9, Number 4 (2014), 819-822.

Dates
First available in Project Euclid: 21 November 2014

Permanent link to this document
https://projecteuclid.org/euclid.ba/1416579180

Digital Object Identifier
doi:10.1214/14-BA923

Mathematical Reviews number (MathSciNet)
MR3293957

Zentralblatt MATH identifier
1327.62171

Citation

Windle, Jesse; Carvalho, Carlos M. Rejoinder. Bayesian Anal. 9 (2014), no. 4, 819--822. doi:10.1214/14-BA923. https://projecteuclid.org/euclid.ba/1416579180


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References

  • Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A., and Shephard, N. (2009). “Realized Kernels in Practice: Trades and Quotes.” Econometrics Journal, 12(3): C1–C32.
  • — (2011). “Multivariate Realized Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading.” Journal of Econometrics, 162: 149–169.
  • Konno, Y. (1988). “Exact Moments of the Multivariate F and Beta Distributions.” Journal of the Japanese Statistical Society, 18: 123–130.
  • Muirhead, R. J. (1982). Aspects of Multivariate Statistical Theory. Wiley.

See also

  • Related item: Jesse Windle and Carlos M. Carvalho. A Tractable State-Space Model for Symmetric Positive-Deffinite Matrices. Bayesian Anal., Vol. 9, Iss. 4 (2014) 759–792.