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  • Search: subject:"Resample-move"
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Credit risk 1 Lévy jumps 1 Markov chain Monte Carlo 1 Parameter learning 1 Particle filters 1 Resample-move 1 State filtering 1 State–space models 1 Stochastic volatility 1
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Fulop, Andras 1 Li, Junye 1
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Journal of Econometrics 1
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Efficient learning via simulation: A marginalized resample-move approach
Fulop, Andras; Li, Junye - In: Journal of Econometrics 176 (2013) 2, pp. 146-161
the static parameters by marginalizing out the states using a particle filter. Second, it applies a Bayesian resample-move …
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