Dijk, H.K. van

model density distribution parameter result function value journal method bayesian sampling series analysis approach probability figure likelihood mixture candidate estimate network section weight econometrics vector number forecast sample algorithm paper matrix trend cycle importance component variance table example van dijk prior equation target return period student-t space variable error state regression kernel gibbs sampler importance sampling point statistic problem growth restriction income information combination process cointegration inference approximation factor country region target density estimator order integration ratio monte carlo research university candidate density panel application