Semiparametric stochastic volatility modelling using penalized splines (Q2354745): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric stochastic volatility modelling using penalized splines |
scientific article |
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Semiparametric stochastic volatility modelling using penalized splines (English)
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24 July 2015
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B-splines
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cross-validation
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forward algorithm
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hidden Markov model
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numerical integration
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penalized likelihood
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