A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/jtsa.12561
+Normal rank
@@ Property / OpenAlex ID @@
+W3089147478
@@ Property / OpenAlex ID: W3089147478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4768455
@@ Property / cites work: Q4768455 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo Methods
@@ Property / cites work: Particle Markov Chain Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Stochastic Volatility: A Review
@@ Property / cites work: Multivariate Stochastic Volatility: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+On Gibbs sampling for state space models
@@ Property / cites work: On Gibbs sampling for state space models / rank @@
+Normal rank
@@ Property / cites work @@
+Q2871232
@@ Property / cites work: Q2871232 / rank @@
+Normal rank
@@ Property / cites work @@
+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
@@ Property / cites work: DATA AUGMENTATION AND DYNAMIC LINEAR MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+Uniform Ergodicity of the Particle Gibbs Sampler
@@ Property / cites work: Uniform Ergodicity of the Particle Gibbs Sampler / rank @@
+Normal rank
@@ Property / cites work @@
+Q2934079
@@ Property / cites work: Q2934079 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Time Series Analysis and Its Applications
@@ Property / cites work: Time Series Analysis and Its Applications / rank @@
+Normal rank
@@ Property / cites work @@
+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
+Normal rank
@@ Property / cites work @@
+Q5445941
@@ Property / cites work: Q5445941 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4997694