A survey of sequential Monte Carlo methods for economics and finance
Year of publication: |
2009
|
---|---|
Authors: | Creal, Drew |
Publisher: |
Amsterdam |
Subject: | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Sequentialtest | Sequential test | Markov-Kette | Markov chain | Theorie | Theory |
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