Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain Monte Carlo methods for stochastic volatility models. |
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Markov chain Monte Carlo methods for stochastic volatility models. (English)
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2 April 2003
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Bayes factor
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Markov chain Monte Carlo
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marginal likelihood
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mixture models
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particle filters
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simulation-based inference
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stochastic volatility
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