Pages that link to "Item:Q452558"

The following pages link to Simulation smoothing for state-space models: a computational efficiency analysis (Q452558):

Displaying 20 items.

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
• Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
• Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
• Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
• A flexible mixed-frequency vector autoregression with a steady-state prior (Q2019871) (← links)
• Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
• Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
• Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
• A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
• Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach (Q2246584) (← links)
• Efficient matrix approach for classical inference in state space models (Q2311132) (← links)
• An unscented Kalman smoother for volatility extraction: evidence from stock prices and options (Q2361173) (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
• Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage (Q3297248) (← links)
• Precision-based sampling for state space models that have no measurement error (Q6094495) (← links)
• Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)
• Forecasting emergency department waiting time using a state space representation (Q6149284) (← links)
• High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)