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  • Search: subject:"flexible parametric model"
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Year of publication
Subject
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Bayes-Statistik 4 Bayesian inference 4 Estimation 4 Estimation theory 4 Markov chain 4 Markov-Kette 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Schätztheorie 4 Schätzung 4 State space model 4 Stochastic process 4 Stochastischer Prozess 4 Time series analysis 4 Volatility 4 Volatilität 4 Zeitreihenanalyse 4 Zustandsraummodell 4 state-space 4 Co-heteroscedasticity 3 Flexible Parametric Model 3 Gibbs Sampling 3 Markov Chain Monte Carlo 3 Particle Filter 3 alternating-order 3 reparameterization 3 Gibbs sampling 1 Markov chain Monte Carlo 1 co-heteroscedasticity 1 flexible parametric model 1 particle filter 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 4
Author
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Chan, Joshua 4 Doucet, Arnaud 4 León-González, Roberto 4 Strachan, Rodney W. 4
Published in...
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GRIPS discussion papers 2 CAMA working paper series 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 3, pp. 265-300
Persistent link: https://www.econbiz.de/10015438126
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Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2020 - This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
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Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
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