Tetsuya Takaishi. Markov Chain Monte Carlo versus Importance Sampling in Bayesian Inference of the GARCH Model. In Junzo Watada, Lakhmi C. Jain, Robert J. Howlett, Naoto Mukai, Koichi Asakura, editors, 17th International Conference in Knowledge Based and Intelligent Information and Engineering Systems, KES 2013, Kitakyushu, Japan, 9-11 September 2013. Volume 22 of Procedia Computer Science, pages 1056-1064, Elsevier, 2013. [doi]
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