Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering and estimation for a class of stochastic volatility models with intractable likelihoods |
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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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