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~subject:"Bayesian inference"
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Bayesian inference
Theorie
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60
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53
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51
Zeitreihenanalyse
44
Time series analysis
43
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stochastic volatility
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particle filter
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Shephard, Neil G.
12
Chib, Siddhartha
9
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8
Sentana, Enrique
5
Fiorentini, Gabriele
4
Flury, Thomas
3
Nakajima, Jouchi
3
Omori, Yasuhiro
3
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2
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2
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1
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Department of Economics, Oxford University
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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ECONIS (ZBW)
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807453
Saved in:
2
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003818667
Saved in:
3
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
Saved in:
4
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
5
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
6
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
7
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
8
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
9
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
10
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
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