Pages that link to "Item:Q5860957"
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The following pages link to Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957):
Displaying 5 items.
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)