Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (Q5485104)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form |
scientific article; zbMATH DE number 5050404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form |
scientific article; zbMATH DE number 5050404 |
Statements
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (English)
0 references
28 August 2006
0 references
Markov chain Monte Carlo
0 references
particle filter
0 references
state space form
0 references
stochastic volatility
0 references
simulations
0 references
0 references
0 references
