Pages that link to "Item:Q527930"
From MaRDI portal
The following pages link to The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930):
Displaying 9 items.
- Simulation smoothing for state-space models: a computational efficiency analysis (Q452558) (← links)
- Pitfalls of estimating the marginal likelihood using the modified harmonic mean (Q500578) (← links)
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- A simple and efficient simulation smoother for state space time series analysis (Q4455356) (← links)
- Particle Learning for Fat-Tailed Distributions (Q5864517) (← links)
- Large stochastic volatility in mean VARs (Q6175547) (← links)
- The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (Q6616594) (← links)