Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (Q5485104)
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scientific article; zbMATH DE number 5050404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form |
scientific article; zbMATH DE number 5050404 |
Statements
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (English)
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28 August 2006
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Markov chain Monte Carlo
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particle filter
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state space form
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stochastic volatility
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simulations
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