Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2057416092 / rank | |||
Normal rank | |||
Revision as of 02:02, 20 March 2024
scientific article; zbMATH DE number 5050408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models |
scientific article; zbMATH DE number 5050408 |
Statements
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (English)
0 references
28 August 2006
0 references
dynamic latent variables
0 references
Markov chain Monte Carlo
0 references
maximum likelihood
0 references
simulation smoother
0 references
