Simulation smoothing for state-space models: a computational efficiency analysis (Q452558)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation smoothing for state-space models: a computational efficiency analysis |
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Simulation smoothing for state-space models: a computational efficiency analysis (English)
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15 September 2012
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Markov chain Monte Carlo
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importance sampling
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count data
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high frequency financial data
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