The following pages link to Tempered particle filtering (Q1740340):
Displaying 9 items.
- Non-linear DSGE models and the optimized central difference particle filter (Q647657) (← links)
- An auxiliary particle filter for nonlinear dynamic equilibrium models (Q1668289) (← links)
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models (Q1695514) (← links)
- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
- Nudging the particle filter (Q2302493) (← links)
- BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS (Q3100976) (← links)
- Efficient quadratures for high-dimensional Bayesian data assimilation (Q6498479) (← links)
- Estimation of DSGE models with the effective lower bound (Q6556137) (← links)
- Sequential Monte Carlo with model tempering (Q6645235) (← links)
