Efficient importance sampling in mixture frameworks (Q1623542)
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scientific article; zbMATH DE number 6983989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient importance sampling in mixture frameworks |
scientific article; zbMATH DE number 6983989 |
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Efficient importance sampling in mixture frameworks (English)
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23 November 2018
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data augmentation
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dynamic latent variable model
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importance sampling
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marginalized likelihood
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mixture
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Monte Carlo
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realized volatility
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0.95991015
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0.9168546
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0.91544676
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0.9139227
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0.90890646
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0.90819454
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0.90815836
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0.90685314
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