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Markov Chain Monte Carlo
Johannes, Michael; Polson, Nicholas G. - In: Handbook of financial time series, (pp. 1001-1013). 2009
Persistent link: https://www.econbiz.de/10003834286
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Particle filtering
Johannes, Michael; Polson, Nicholas G. - In: Handbook of financial time series, (pp. 1015-1029). 2009
Persistent link: https://www.econbiz.de/10003834288
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MCMC methods for continuous-time financial econometrics
Johannes, Michael; Polson, Nicholas G. - 2010
Persistent link: https://www.econbiz.de/10003900732
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Practical filtering for stochastic volatility models
Stroud, Jonathan R.; Polson, Nicholas G.; Müller, Peter - In: State space and unobserved component models : theory …, (pp. 236-247). 2004
Persistent link: https://www.econbiz.de/10009719923