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)

Efficient Bayesian estimation of multivariate state space models. - Chris M. Strickland; Ian W. Turner; Robert Denham; Kerrie L. Mengersen (Comput. Stat. Data Anal., 2009)