Density-tempered marginalized sequential Monte Carlo samplers
Year of publication: |
2015
|
---|---|
Authors: | Duan, Jin-Chuan ; Fulop, Andras |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 192-202
|
Subject: | Bayesian methods | MCMC | Particle filter | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Theorie | Theory | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis |
-
Tabash, Mosab I., (2024)
-
Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima, (2016)
-
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas, (2017)
- More ...
-
Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises
Duan, Jin-Chuan, (2005)
-
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan, (2006)
-
Duan, Jin-Chuan, (2007)
- More ...