Zero Variance Markov Chain Monte Carlo for Bayesian Estimators
| Year of publication: |
2011-03
|
|---|---|
| Authors: | Mira, Antonietta ; Imparato, Daniele ; Solgi, Reza |
| Institutions: | Facoltà di Economia, Università degli Studi dell'Insubria |
| Subject: | Control variates | GARCH models | Logistic regression | Metropolis-Hastings algorithm | Variance reduction |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 29 pages |
| Source: |
Persistent link: https://www.econbiz.de/10008868145