A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694): Difference between revisions
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Revision as of 19:23, 5 March 2024
scientific article; zbMATH DE number 7364928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Efficient Fitting of Stochastic Volatility Models |
scientific article; zbMATH DE number 7364928 |
Statements
A Note on Efficient Fitting of Stochastic Volatility Models (English)
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30 June 2021
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ancestral sampling
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efficient Markov chain Monte Carlo
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particle Gibbs
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stochastic volatility
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