Scalable inference for a full multivariate stochastic volatility model (Q2682962)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scalable inference for a full multivariate stochastic volatility model |
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Scalable inference for a full multivariate stochastic volatility model (English)
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1 February 2023
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Bayesian analysis
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computational complexity
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givens angles
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MCMC
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time-varying parameter vector autoregressive
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