Implicit Estimation for the Stochastic Volatility Model (Q5419350): Difference between revisions

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+Causal inference in biomolecular pathways using a Bayesian network approach and an implicit method
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+Constrained Indirect Estimation
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Markov chain Monte Carlo methods for stochastic volatility models.
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+Convergence of discretized stochastic (interest rate) processes with stochastic drift term
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+Implicit Distributions and Estimation
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+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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+Some Comments on Hassairi et al.'s “Implicit Distributions and Estimation”
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+Leverage, heavy-tails and correlated jumps in stochastic volatility models
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+Likelihood analysis of non-Gaussian measurement time series
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+Markov chains for exploring posterior distributions. (With discussion)
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