The following pages link to Particle Filtering (Q3646991):
Displaying 3 items.
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS (Q3100976) (← links)
- Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109) (← links)