Markov chain Monte Carlo methodology

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• Description A Bayesian Markov Chain Monte Carlo methodology is developed for estimating the stochastic conditional duration model.
• Martin () Additional information is available for the following registered author(s):Gael Margaret Martin A Bayesian Markov Chain Monte Carlo methodology is developed for estimating the stochastic conditional duration model.
• Markov chain Monte Carlo methodology is used to estimate the distribution of the architectures' parameters.
• This paper introduces a fully Bayesian specification of the problem, Markov chain Monte Carlo methodology is applied to the joint detection and removal of both replacement and additive noise components.
• For this, Markov chain Monte Carlo methodology is developed.

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