For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

This paper proposes three methods for computing the exact likelihood function of multivariate moving average models. Each method utilizes the structure of the covariance matrix in a different way.

Asymptotic corrections are used to compute the means and the variance-covariance matrix of multivariate posterior distributions that are formed from a normal prior distribution and a likelihood ...