A survey of sequential Monte Carlo methods for economics and finance
Drew Creal
| Year of publication: |
2012
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|---|---|
| Authors: | Creal, Drew |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 1/3, p. 245-296
|
| Subject: | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Sequentialtest | Sequential test | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009515959