Particle learning for Bayesian semi-parametric stochastic volatility model
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Cites work
- scientific article; zbMATH DE number 1666093 (Why is no real title available?)
- scientific article; zbMATH DE number 3888710 (Why is no real title available?)
- scientific article; zbMATH DE number 5769874 (Why is no real title available?)
- scientific article; zbMATH DE number 5243765 (Why is no real title available?)
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Cited in
(6)- A family of multivariate non‐gaussian time series models
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm
- Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models
- Bayesian semiparametric Markov switching stochastic volatility model
- Particle filters and Bayesian inference in financial econometrics
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
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