A Survey of Sequential Monte Carlo Methods for Economics and Finance
From MaRDI portal
Publication:5080148
DOI10.1080/07474938.2011.607333zbMath1491.62008OpenAlexW1999674105MaRDI QIDQ5080148
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/991e471a-a074-42a1-8206-0fbef56a3d93
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05)
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