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Copula particle filters - MaRDI portal

Copula particle filters (Q2242018)

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Copula particle filters
scientific article

    Statements

    title
    Copula particle filters (English)
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    author
    Carlos E. Rodríguez
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    Stephen G. Walker
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    publication date
    9 November 2021
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    zbMATH Keywords
    state space model
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    mixture of copulas
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    Gaussian copula
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    describes a project that uses
    quantmod
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    BRENT
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    nimble
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    R
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    Identifiers

    zbMATH DE Number
    7422742
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    OpenAlex ID
    W3143341451
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