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
This page was built for person: Marcel Scharth
