A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148)
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scientific article; zbMATH DE number 7534046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Survey of Sequential Monte Carlo Methods for Economics and Finance |
scientific article; zbMATH DE number 7534046 |
Statements
A Survey of Sequential Monte Carlo Methods for Economics and Finance (English)
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31 May 2022
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Kalman filter
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Markov chain Monte Carlo
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particle filter
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sequential Monte Carlo
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state space models
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