MCMC maximum likelihood for latent state models (Q276938): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2005.11.017 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2005.11.017 / rank | |||
Normal rank | |||
Revision as of 15:32, 8 December 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
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
0 references
