MCMC maximum likelihood for latent state models (Q276938): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6577371 / rank | |||
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MCMC | |||
| Property / zbMATH Keywords: MCMC / rank | |||
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maximum likelihood | |||
| Property / zbMATH Keywords: maximum likelihood / rank | |||
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optimization | |||
| Property / zbMATH Keywords: optimization / rank | |||
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simulated annealing | |||
| Property / zbMATH Keywords: simulated annealing / rank | |||
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evolutionary Monte Carlo | |||
| Property / zbMATH Keywords: evolutionary Monte Carlo / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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jumps | |||
| Property / zbMATH Keywords: jumps / rank | |||
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diffusion | |||
| Property / zbMATH Keywords: diffusion / rank | |||
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financial econometrics | |||
| Property / zbMATH Keywords: financial econometrics / rank | |||
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Revision as of 16:43, 27 June 2023
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)
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4 May 2016
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MCMC
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maximum likelihood
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optimization
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simulated annealing
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evolutionary Monte Carlo
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stochastic volatility
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jumps
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diffusion
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financial econometrics
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