Particle learning for Bayesian semi-parametric stochastic volatility model
Audronė Virbickaitė, Hedibert F. Lopes, M. Concepción Ausín, and Pedro Galeano
| Year of publication: |
2019
|
|---|---|
| Authors: | Virbickaitė, Audronė ; Lopes, Hedibert Freitas ; Ausín, M. Concepción ; Galeano, Pedro |
| Subject: | Bayes factor | Dirichlet Process Mixture | MCMC | Sequential Monte Carlo | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Volatilität | Volatility | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1514022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181379