Shape-constrained semiparametric additive stochastic volatility models (Q5879997)
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scientific article; zbMATH DE number 7660196
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| English | Shape-constrained semiparametric additive stochastic volatility models |
scientific article; zbMATH DE number 7660196 |
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Shape-constrained semiparametric additive stochastic volatility models (English)
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7 March 2023
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Bayesian isotonic regression
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leverage effect
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Markov chain Monte Carlo
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nonlinear time series
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particle filter
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state space model
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