Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935)
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scientific article; zbMATH DE number 7484471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility |
scientific article; zbMATH DE number 7484471 |
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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (English)
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4 March 2022
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Markov chain Monte Carlo
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Gibbs sampling
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flexible parametric models
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particle filters
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