Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108): Difference between revisions

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Latest revision as of 19:44, 24 June 2024

scientific article; zbMATH DE number 5050408
Language Label Description Also known as
English
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
scientific article; zbMATH DE number 5050408

    Statements

    Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (English)
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    28 August 2006
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    dynamic latent variables
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    Markov chain Monte Carlo
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    maximum likelihood
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    simulation smoother
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