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scientific article
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scientific article

    Statements

    author
    Raquel Prado
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    Mike West
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    publication date
    5 May 2010
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    zbMATH Keywords
    model estimation
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    Bayesian inference
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    Markov chain Monte Carlo
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    dynamic linear models
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    state-space models
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    sequential Monte Carlo
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    stochastic volatility
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    describes a project that uses
    Matlab
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    SLEX
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    itsmr
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F15
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    62-02
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    65C40
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    65C05
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    zbMATH DE Number
    5704099
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