Marcel Scharth
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Person:894643
Available identifiers
zbMath Open scharth.marcelMaRDI QIDQ894643
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 | 2025-01-20 | Paper |
| Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model | 2024-10-17 | Paper |
| Particle efficient importance sampling | 2015-12-02 | Paper |
Research outcomes over time
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