Shape-constrained semiparametric additive stochastic volatility models (Q5879997): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/24754269.2019.1573410 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2911820835 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:00, 20 March 2024
scientific article; zbMATH DE number 7660196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape-constrained semiparametric additive stochastic volatility models |
scientific article; zbMATH DE number 7660196 |
Statements
Shape-constrained semiparametric additive stochastic volatility models (English)
0 references
7 March 2023
0 references
Bayesian isotonic regression
0 references
leverage effect
0 references
Markov chain Monte Carlo
0 references
nonlinear time series
0 references
particle filter
0 references
state space model
0 references
