MCMC maximum likelihood for latent state models (Q276938): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q4092750 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An MCMC approach to classical estimation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic volatility in asset prices. Estimation with simulated maximum likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612972 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Marginal maximum a posteriori estimation using Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo maximum likelihood estimation for non-Gaussian state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of stochastic volatility models with diagnostics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of stochastic volatility models with fat-tails and correlated errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization by Simulated Annealing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Letter to the Editor—A Monte Carlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4267796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of stochastic volatility models via Monte Carlo maximum likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5445942 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3785827 / rank
 
Normal rank

Revision as of 21:48, 11 July 2024

scientific article
Language Label Description Also known as
English
MCMC maximum likelihood for latent state models
scientific article

    Statements

    MCMC maximum likelihood for latent state models (English)
    0 references
    0 references
    0 references
    0 references
    4 May 2016
    0 references
    MCMC
    0 references
    maximum likelihood
    0 references
    optimization
    0 references
    simulated annealing
    0 references
    evolutionary Monte Carlo
    0 references
    stochastic volatility
    0 references
    jumps
    0 references
    diffusion
    0 references
    financial econometrics
    0 references

    Identifiers