MCMC maximum likelihood for latent state models (Q276938)
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scientific article; zbMATH DE number 6577371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC maximum likelihood for latent state models |
scientific article; zbMATH DE number 6577371 |
Statements
MCMC maximum likelihood for latent state models (English)
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4 May 2016
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MCMC
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maximum likelihood
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optimization
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simulated annealing
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evolutionary Monte Carlo
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stochastic volatility
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jumps
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diffusion
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financial econometrics
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