Pages that link to "Item:Q469553"
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The following pages link to Bayesian inference for nonlinear structural time series models (Q469553):
Displaying 11 items.
- Predicting the present with Bayesian structural time series (Q90324) (← links)
- Non-linear DSGE models and the optimized central difference particle filter (Q647657) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations (Q1000516) (← links)
- An auxiliary particle filter for nonlinear dynamic equilibrium models (Q1668289) (← links)
- Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635) (← links)
- Bayesian statistical parameter synthesis for linear temporal properties of stochastic models (Q2324239) (← links)
- BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS (Q3100976) (← links)
- (Q4363984) (← links)
- Estimating Macroeconomic Models: A Likelihood Approach (Q5427682) (← links)