Marcel Scharth
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Particle efficient importance sampling Journal of Econometrics | 2015-12-02 | Paper |
Research outcomes over time
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