Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658)
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scientific article; zbMATH DE number 7001974
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| English | Filtering and estimation for a class of stochastic volatility models with intractable likelihoods |
scientific article; zbMATH DE number 7001974 |
Statements
Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (English)
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15 January 2019
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particle Markov chain Monte Carlo
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auxiliary particle filter
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approximate Bayesian computation
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stable distribution
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0.94416857
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0.9345329
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0.9220791
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0.92111486
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0.9125102
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0.9051182
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0.9021698
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0.90103614
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