Pages that link to "Item:Q5080148"
From MaRDI portal
The following pages link to A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148):
Displayed 42 items.
- Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics (Q311864) (← links)
- Periodically collapsing Evans bubbles and stock-price volatility (Q397964) (← links)
- Efficient estimation of conditionally linear and Gaussian state space models (Q485736) (← links)
- A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model (Q1623509) (← links)
- DSGE pileups (Q1655666) (← links)
- Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
- Tempered particle filtering (Q1740340) (← links)
- Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348) (← links)
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Management and takeover decisions (Q2079440) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- The dynamic factor network model with an application to international trade (Q2173192) (← links)
- Sequential Bayesian inference for vector autoregressions with stochastic volatility (Q2181522) (← links)
- On a model of environmental performance and technology gaps (Q2184076) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (Q2347111) (← links)
- Efficient inference for nonlinear state space models: an automatic sample size selection rule (Q2419153) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- Convex non-parametric least squares, causal structures and productivity (Q2673586) (← links)
- Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Sequential Monte Carlo methods in Bayesian joint models for longitudinal and time-to-event data (Q3389298) (← links)
- On Recursive Bayesian Predictive Distributions (Q4559693) (← links)
- Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180) (← links)
- Second-order extended particle filter with exponential family observation model (Q5036862) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Hamiltonian sequential Monte Carlo with application to consumer choice behavior (Q6134147) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
- A sparse matrix formulation of model-based ensemble Kalman filter (Q6172920) (← links)
- Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence (Q6199659) (← links)