Simulation smoothing for state-space models: a computational efficiency analysis (Q452558)
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scientific article; zbMATH DE number 6082967
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| English | Simulation smoothing for state-space models: a computational efficiency analysis |
scientific article; zbMATH DE number 6082967 |
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Simulation smoothing for state-space models: a computational efficiency analysis (English)
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15 September 2012
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Markov chain Monte Carlo
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importance sampling
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count data
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high frequency financial data
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0.8514325022697449
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0.8308717608451843
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0.8122503161430359
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0.8060452938079834
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0.8046028017997742
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