scientific article

Publication date: 5 May 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stochastic volatility Markov chain Monte Carlo state-space models sequential Monte Carlo Bayesian inference dynamic linear models model estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Numerical analysis or methods applied to Markov chains (65C40)

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