MCMC maximum likelihood for latent state models (Q276938): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:53, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC maximum likelihood for latent state models |
scientific article |
Statements
MCMC maximum likelihood for latent state models (English)
0 references
4 May 2016
0 references
MCMC
0 references
maximum likelihood
0 references
optimization
0 references
simulated annealing
0 references
evolutionary Monte Carlo
0 references
stochastic volatility
0 references
jumps
0 references
diffusion
0 references
financial econometrics
0 references
