The following pages link to Gregor Kastner (Q1623540):
Displayed 3 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage (Q3297248) (← links)