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Search: subject:"Smolyak operator"
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Smolyak operator
2
Bayesian non-nested model comparison
1
Chebyshev polynomials
1
Curse of Dimensionality
1
Kalman
1
adaptive
1
certainty equivalence
1
curse of dimensionality
1
genetic Metropolis-Hastings
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high dimensional Gaussian quadrature
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linearization
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marginal likelihood
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non-linear state space
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nonlinear state space filter
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particle filter
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posterior of structural parameters
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stochastic dynamic general equilibrium model
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unscented
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Winschel, Viktor
2
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EconWPA
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2005
1
GE, Growth, Math methods
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RePEc
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The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models
Winschel, Viktor
-
Society for Computational Economics - SCE
-
2005
main contribution of this paper is to explore the
Smolyak
operator
for numerical approximation and integration in a generic …
Persistent link: https://www.econbiz.de/10005132689
Saved in:
2
Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
Winschel, Viktor
-
EconWPA
-
2005
quadrature. The
Smolyak
operator
is used to extend univariate approximation and integration operators to many dimensions. It …
Persistent link: https://www.econbiz.de/10005556708
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