Shape-constrained semiparametric additive stochastic volatility models (Q5879997): Difference between revisions

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Latest revision as of 15:03, 31 July 2024

scientific article; zbMATH DE number 7660196
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English
Shape-constrained semiparametric additive stochastic volatility models
scientific article; zbMATH DE number 7660196

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    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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