The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The HESSIAN method: highly efficient simulation smoothing, in a nutshell |
scientific article |
Statements
The HESSIAN method: highly efficient simulation smoothing, in a nutshell (English)
0 references
12 May 2017
0 references
state space models
0 references
simulation smoothing
0 references
importance sampling
0 references
MCMC
0 references
stochastic volatility
0 references
count models
0 references
duration models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
