EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Non-centering"
Narrow search

Narrow search

Year of publication
Subject
All
Auxiliary mixture sampling 1 Exchange rate data 1 Markov chain Monte Carlo 1 Massively parallel computing 1 Non-centering 1 State space model 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Frühwirth-Schnatter, Sylvia 1 Kastner, Gregor 1
Published in...
All
Computational Statistics & Data Analysis 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
Kastner, Gregor; Frühwirth-Schnatter, Sylvia - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 408-423
Bayesian inference for stochastic volatility models using MCMC methods highly depends on actual parameter values in terms of sampling efficiency. While draws from the posterior utilizing the standard centered parameterization break down when the volatility of volatility parameter in the latent...
Persistent link: https://www.econbiz.de/10011056526
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...