Multiplicative random walk Metropolis-Hastings on the real line (Q356503)
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scientific article
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| English | Multiplicative random walk Metropolis-Hastings on the real line |
scientific article |
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Multiplicative random walk Metropolis-Hastings on the real line (English)
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25 July 2013
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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random walk algorithm
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Langevin algorithm
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multiplicative random walk
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geometric ergodicity
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thick tailed density
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share-price return
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0.7887132167816162
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0.7430973052978516
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0.7416761517524719
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0.7388577461242676
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0.734463095664978
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