Sequential Bayesian inference for vector autoregressions with stochastic volatility (Q2181522): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Bayesian inference for vector autoregressions with stochastic volatility |
scientific article |
Statements
Sequential Bayesian inference for vector autoregressions with stochastic volatility (English)
0 references
19 May 2020
0 references
vector autoregressions
0 references
stochastic volatility
0 references
sequential Monte Carlo
0 references
particle filter
0 references
Rao-Blackwellization
0 references
