An effcient exact Bayesian method for state space models with stochastic volatility (Q2699606)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An effcient exact Bayesian method for state space models with stochastic volatility |
scientific article |
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An effcient exact Bayesian method for state space models with stochastic volatility (English)
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19 April 2023
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Bayesian MCMC
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state space
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stochastic volatility
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