Multiplicative random walk Metropolis-Hastings on the real line (Q356503)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiplicative random walk Metropolis-Hastings on the real line |
scientific article |
Statements
Multiplicative random walk Metropolis-Hastings on the real line (English)
0 references
25 July 2013
0 references
Markov chain Monte Carlo
0 references
Metropolis-Hastings algorithm
0 references
random walk algorithm
0 references
Langevin algorithm
0 references
multiplicative random walk
0 references
geometric ergodicity
0 references
thick tailed density
0 references
share-price return
0 references
0 references
0 references
0 references
0 references
