MCMC maximum likelihood for latent state models (Q276938): Difference between revisions
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Revision as of 02:02, 15 February 2024
scientific article
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English | MCMC maximum likelihood for latent state models |
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MCMC maximum likelihood for latent state models (English)
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4 May 2016
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MCMC
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maximum likelihood
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optimization
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simulated annealing
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evolutionary Monte Carlo
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stochastic volatility
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jumps
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diffusion
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financial econometrics
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