Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108)
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: Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models |
scientific article; zbMATH DE number 5050408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models |
scientific article; zbMATH DE number 5050408 |
Statements
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (English)
0 references
28 August 2006
0 references
dynamic latent variables
0 references
Markov chain Monte Carlo
0 references
maximum likelihood
0 references
simulation smoother
0 references
