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Property / DOI: 10.1007/s00180-014-0547-5 / rank
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Property / OpenAlex ID: W1868887478 / rank
 
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Property / arXiv ID: 1308.5836 / rank
 
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Latest revision as of 04:12, 18 December 2024

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Semiparametric stochastic volatility modelling using penalized splines
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    Semiparametric stochastic volatility modelling using penalized splines (English)
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    24 July 2015
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    B-splines
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    cross-validation
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    forward algorithm
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    hidden Markov model
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    numerical integration
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    penalized likelihood
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