Bayesian prediction of jumps in large panels of time series data (Q6202925): Difference between revisions
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Revision as of 08:16, 10 July 2024
scientific article; zbMATH DE number 7809914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian prediction of jumps in large panels of time series data |
scientific article; zbMATH DE number 7809914 |
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Bayesian prediction of jumps in large panels of time series data (English)
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27 February 2024
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dynamic factor model
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forecasting stock returns
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Markov chain Monte Carlo
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sequential Monte Carlo
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stochastic volatility with jumps
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