Shape-constrained semiparametric additive stochastic volatility models (Q5879997): Difference between revisions
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Revision as of 00:58, 6 March 2024
scientific article; zbMATH DE number 7660196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape-constrained semiparametric additive stochastic volatility models |
scientific article; zbMATH DE number 7660196 |
Statements
Shape-constrained semiparametric additive stochastic volatility models (English)
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7 March 2023
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Bayesian isotonic regression
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leverage effect
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Markov chain Monte Carlo
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nonlinear time series
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particle filter
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state space model
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