Bayesian analysis of the stochastic conditional duration model. - Chris M. Strickland; Catherine S. Forbes; Gael M. Martin (Comput. Stat. Data Anal., 2006)

Parameterisation and efficient MCMC estimation of non-Gaussian state space models. - Chris M. Strickland; Gael M. Martin; Catherine S. Forbes (Comput. Stat. Data Anal., 2008)

Updating Variational Bayes: fast sequential posterior inference. - Nathaniel Tomasetti; Catherine S. Forbes; Anastasios Panagiotelis (Stat. Comput., 2022)