Pages that link to "Item:Q2442455"
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The following pages link to Efficient learning via simulation: a marginalized resample-move approach (Q2442455):
Displaying 12 items.
- On particle methods for parameter estimation in state-space models (Q254462) (← links)
- Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
- Corporate credit risk prediction under stochastic volatility and jumps (Q1991927) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models (Q2008135) (← links)
- Bayesian estimation of long-run risk models using sequential Monte Carlo (Q2116359) (← links)
- Real-time Bayesian learning and bond return predictability (Q2155310) (← links)
- Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models (Q2329744) (← links)
- Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Sequential Bayesian inference for implicit hidden Markov models and current limitations (Q2786524) (← links)
- Particle rolling MCMC with double-block sampling (Q6134370) (← links)
