Particle learning for Bayesian semi-parametric stochastic volatility model
Year of publication: |
2019
|
---|---|
Authors: | Virbickaitė, Audronė ; Lopes, Hedibert Freitas ; Ausín, M. Concepción ; Galeano, Pedro |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 9, p. 1007-1023
|
Subject: | Bayes factor | Dirichlet Process Mixture | MCMC | Sequential Monte Carlo | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
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