Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach |
scientific article |
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Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (English)
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26 July 2018
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stochastic volatility
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semiparametric estimation
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sequential Monte Carlo filtering
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Bayesian estimation
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