Pages that link to "Item:Q1623560"
From MaRDI portal
The following pages link to A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560):
Displaying 6 items.
- Simulated likelihood inference for stochastic volatility models using continuous particle filtering (Q457263) (← links)
- An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter (Q4458366) (← links)
- Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)
