Bayesian analysis of the stochastic conditional duration model (Q959312): Difference between revisions
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Revision as of 02:44, 5 March 2024
scientific article
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English | Bayesian analysis of the stochastic conditional duration model |
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Bayesian analysis of the stochastic conditional duration model (English)
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11 December 2008
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transaction data
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latent variable model
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non-Gaussian state space model
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Markov chain Monte Carlo
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Kalman filter and simulation smoother
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